Efficiency linkages between cryptocurrencies, equities and commodities at different time frames
نویسندگان
چکیده
This paper examines pricing efficiency of cryptocurrencies and some traditional assets measuring the level market with Adjusted Market Inefficiency Measure. The patterns several cryptocurrencies’ price dynamics over last 4 years are compared those assets. Correlation mutual information matrices for AMIM obtained using different estimation intervals. results across time scales tested noise permutation entropy technique, empirical estimations represented in statistical complexity plane to show structure links. Usage short window is justified. Efficiency levels seem be closely connected if judged from standpoint theory at all frames. linkages become more linear larger analysis periods. Cryptocurrencies equities, especially S&P500. Bursts inefficiency on markets spread equity possibly mediated bank system. Commodities independently priced.
منابع مشابه
Some relationship between G-frames and frames
In this paper we proved that every g-Riesz basis for Hilbert space $H$ with respect to $K$ by adding a condition is a Riesz basis for Hilbert $B(K)$-module $B(H,K)$. This is an extension of [A. Askarizadeh, M. A. Dehghan, {em G-frames as special frames}, Turk. J. Math., 35, (2011) 1-11]. Also, we derived similar results for g-orthonormal and orthogonal bases. Some relationships between dual fra...
متن کاملLinkages Over Time Between Adolescents' Relationships with Parents and Friends
This 5-wave longitudinal study examines linkages over time between adolescents' perceptions of relationships with parents and friends with respect to support, negative interaction, and power. A total of 575 early adolescents (54.1% boys) and 337 middle adolescents (43.3% boys) participated. Path analyses mainly showed bidirectional associations between adolescents' perceptions of parent-adolesc...
متن کاملComparison Between Swimming VO2peak and VO2max at Different Time Intervals
Accepting that the evaluation of the aerobic energy system contribution is very important for swimming training diagnostics purposes and that oxygen uptake kinetics (VO2) is one of the most used parameters in that task, we purposed to assess the variability of the peak VO2 and VO2max values obtained in a 200 m front crawl effort, using five different presentation intervals: breath-by-breath and...
متن کاملLinkages between CO2, climate, and evolution in deep time.
T he most recent assessment report from the Intergovernmental Panel of Climate Change (IPCC) clearly illustrates the links between atmospheric CO2 and climate (1) and the impacts of climate change on life (2). The geologic record contains a treasure trove of ‘‘alternative Earths’’ that allow scientists to study how the various components of the Earth system respond to a range of climatic forcin...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Procedia Computer Science
سال: 2022
ISSN: ['1877-0509']
DOI: https://doi.org/10.1016/j.procs.2022.01.023