Template-Type: ReDIF-Article 1.0 
Author-Name: Nuruddeen Usman
Author-Name: Kodili Nwanneka Nduka
Author-Email:  nusman2@cbn.gov.ng
Author-Workplace-Name: Monetary Policy Department, Central Bank of Nigeria, Nigeria
Title: Announcement Effect of COVID-19 on Cryptocurrencies
Abstract:  This study uses a fractional integration method to evaluate the efficiency of cryptocurrencies before and after the period COVID-19 had been announced as being a pandemic. Evidence of long memory is confirmed across all subsamples. Additionally, we find a greater degree of persistence during the COVID-19 pandemic period than in the pre-pandemic period.
Classification-JEL:  I10,E41,G14
Keywords:  covid-19,fractional integration,Cryptocurrencies
Journal:  Asian Economics Letters
Pages: 1-4
Volume: 3
Issue: Early View
Year:  2022
DOI:  2022/06/16
File-URL:  https://a-e-l.scholasticahq.com/api/v1/articles/29953-announcement-effect-of-covid-19-on-cryptocurrencies.pdf
File-Format:  Application/pdf
Handle: RePEc:ayb:jrnael:61