Period | Pre-COVID-19 | ||||||
---|---|---|---|---|---|---|---|
Variables | Mean | Std. Dev | Skewness | Kurtosis | JB | LB(21) | ADF |
CCI30 | 0.00076 | 0.03658 | − 0.2901 | 6.9718 | 291.351* | 26.513 | − 7.079* |
Cryptocurrencies | |||||||
BPI | 0.00166 | 0.03433 | 0.2017 | 7.2904 | 335.815* | 23.294 | − 7.163* |
ETH | 0.00082 | 0.04204 | − 0.4421 | 6.5166 | 237.758* | 25.820 | − 6.963* |
XRP | − 0.00125 | 0.03740 | 0.3718 | 7.9525 | 453.535* | 28.735 | − 7.462* |
BCH | 0.00115 | 0.05420 | 0.7212 | 11.2331 | 1263.398* | 19.099 | − 6.642* |
BNB | 0.00235 | 0.04318 | − 0.0267 | 5.2105 | 88.413* | 19.186 | − 7.316* |
LINK | 0.00602 | 0.06279 | 1.5492 | 11.8958 | 1604.640* | 16.164 | − 6.392* |
CRO | 0.00191 | 0.07439 | 4.5874 | 50.2965 | 41,973.972* | 62.871* | − 6.379* |
LTC | 0.00104 | 0.04810 | 0.5105 | 7.3985 | 368.709* | 25.335 | − 7.587* |
BSV | 0.00177 | 0.08051 | 4.1103 | 43.6248 | 31,066.326* | 23.477 | − 5.971* |
ADA | − 0.00006 | 0.04633 | − 0.093 | 4.8566 | 62.955* | 26.381 | − 7.076* |
Average | 0.00154 | 0.05233 | 1.1490 | 15.6275 | Â | Â | Â |
Rf | 0.00008 | 0.00001 | − 0.7352 | 3.1033 | 39.289* | 6895.346* |  |
Period | COVID-19 | ||||||
---|---|---|---|---|---|---|---|
Variables | Mean | Std. Dev | Skewnesss | Kurtosis | JB | LB(15) | ADF |
CCI30 | 0.00373 | 0.03373 | 0.0872 | 7.0417 | 159.568* | 33.923* | − 6.329* |
Cryptocurrencies | |||||||
BPI | 0.00434 | 0.03172 | 0.7581 | 7.7928 | 246.381* | 29.645* | − 5.733* |
ETH | 0.00539 | 0.04317 | 0.3346 | 5.9994 | 92.082* | 32.594* | − 6.652* |
XRP | 0.00231 | 0.03328 | 0.4664 | 6.2167 | 109.371* | 25.214 | − 5.200* |
BCH | 0.00241 | 0.04053 | − 0.002 | 8.8802 | 337.128* | 23.625 | − 6.298* |
BNB | 0.00464 | 0.04265 | − 0.0035 | 7.0201 | 157.569* | 52.339* | − 6.195* |
LINK | 0.00736 | 0.06448 | 0.4565 | 5.4356 | 65.967* | 19.756 | − 5.188* |
CRO | 0.00440 | 0.03741 | 0.1833 | 5.0457 | 42.115* | 24.672 | − 4.902* |
LTC | 0.00251 | 0.04044 | 0.066 | 7.6653 | 212.376* | 25.204 | − 6.149* |
BSV | 0.00177 | 0.04563 | 1.0059 | 11.3505 | 719.338* | 17.092 | − 6.419* |
ADA | 0.00603 | 0.05204 | 0.3828 | 5.0043 | 44.881* | 21.441 | − 5.610* |
Average | 0.00412 | 0.04314 | 0.3648 | 7.0411 | Â | Â | Â |
Rf | 0.00001 | 0.00001 | 1.7173 | 4.255 | 130.373* | 2772.950* | Â |