COVID-19, Lockdowns and herding towards a cryptocurrency market-specific implied volatility index
(2021)
Journal Article
This study investigates herd effects in 101 cryptocurrencies during the period from January 2015 to June 2020. Our results confirm the existence of herding behavior in the cryptocurrency market for the entire sample and show that herding asymmetry is... Read More about COVID-19, Lockdowns and herding towards a cryptocurrency market-specific implied volatility index.