Analyzing the efficient market hypothesis with asymmetric persistence in cryptocurrencies: Insights from the Fourier non-linear quantile unit root approach

Author:

Kilic EmreORCID,Yavuz ErsinORCID,Pazarci Sevket,Kar AsimORCID

Publisher

Elsevier BV

Subject

Finance

Reference29 articles.

1. Fourier nonlinear quantile unit root test and PPP in Africa;Bahmani-Oskooee;Bull. Econ. Res.,2020

2. A test for independence based on the correlation dimension;Broock;Econom. Rev.,1996

3. Smooth breaks and non-linear mean reversion: post-Bretton Woods real exchange rates;Christopoulos;J. Int. Money Finance,2010

4. CoinMarketCap (2023). Coin Market Cap, https://coinmarketcap.com/coins/(accessed July 5, 2023).

5. The flexible Fourier form and Dickey–Fuller type unit root tests;Enders;Econ. Lett.,2012

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