The resilience of cryptocurrency market efficiency to COVID-19 shock
We examine the price disorder and informational efficiency of five cryptocurrencies (Bitcoin,
BNB, Cardano, Ethereum, and XRP) before and during the COVID-19 pandemic. In this …
BNB, Cardano, Ethereum, and XRP) before and during the COVID-19 pandemic. In this …
Multifractal cross-correlations between green bonds and financial assets
We analyze multifractality for green bonds, stock sector indices, and US economic sector
bonds. Green bonds and US bonds show non-linear cross-correlations. We perform …
bonds. Green bonds and US bonds show non-linear cross-correlations. We perform …
Multifractal risk measures by macroeconophysics perspective: The case of brazilian inflation dynamics
This paper examines the Brazilian inflation indexes dynamics using the multifractal
detrended fluctuations analysis (MF-DFA) and the multifractal detrended cross-correlation …
detrended fluctuations analysis (MF-DFA) and the multifractal detrended cross-correlation …
Interplay multifractal dynamics among metal commodities and us-epu
This research employs the Multifractal Detrended Fluctuations Analysis (MF-DFA) and the
Multifractal Detrended Cross-Correlation Analysis (MF-DCCA) to study the components of …
Multifractal Detrended Cross-Correlation Analysis (MF-DCCA) to study the components of …
An analysis of the predictability of brazilian inflation indexes by information theory quantifiers
This research explores the predictability of the Brazilian inflation monthly price indexes time
series by information theory quantifiers. Given this, we apply the Bandt and Pompe method …
series by information theory quantifiers. Given this, we apply the Bandt and Pompe method …
Lighting the populational impact of covid-19 vaccines in brazil
This paper examines the populational impact of the COVID-19 vaccinations for Brazil.
Therefore, our analysis takes into account the time series of the daily number of deaths …
Therefore, our analysis takes into account the time series of the daily number of deaths …
Booms in commodities price: Assessing disorder and similarity over economic cycles
This paper provides an overview of the commodities market, considering three relevant
attributes: predictability, similarity, and efficiency. We examine the monthly spot and futures …
attributes: predictability, similarity, and efficiency. We examine the monthly spot and futures …
Multifractal cross-correlations risk among wti and financial assets
Independent of science branch, scientists have a consensus that peoples lives are highly
susceptible to risk, and effectively quantifying risk is a big challenge. This paper assesses …
susceptible to risk, and effectively quantifying risk is a big challenge. This paper assesses …
Assessment of sector bond, equity indices and green bond index using information theory quantifiers and clusters techniques
Green bonds are financial assets similar to classic debt securities used to finance
sustainable investments. Given this, they are a long-term investment alternative that …
sustainable investments. Given this, they are a long-term investment alternative that …
Comparing the efficiency and similarity between wti, fiat currencies and foreign exchange rates
The complex dynamics of financial asset prices play a pivotal role in the global economy
and consequently in the life of the people. Thus, this research encompasses a systematic …
and consequently in the life of the people. Thus, this research encompasses a systematic …