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Financial Innovation
Fig. 12 | Financial Innovation

Fig. 12

From: Have the extraordinary circumstances of the COVID-19 outbreak and the Russian–Ukrainian conflict impacted the efficiency of cryptocurrencies?

Fig. 12

P values of Cram´er-von Mises Test with Fixed versus Randomized Block Sizes n = 480. Notes The figures display the rolling window p values of Cram´er-von Mises tests (solid black lines) based on the blockwise wild bootstrap under the null hypothesis of white noise. The shaded areas represent 5% critical values (95% confidence bands). Each point on the horizontal axis represents the initial date of each window.

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