id author title date pages extension mime words sentences flesch summary cache txt cord-312120-xt5v3bjh Lahmiri, Salim The Impact of COVID-19 pandemic upon Stability and Sequential Irregularity of Equity and Cryptocurrency Markets 2020-05-28 .txt text/plain 3570 190 49 The measures of Largest Lyapunov Exponent (LLE) based on the Rosenstein's method and Approximate Entropy (ApEn), which are robust to small samples, are applied to price time series in order to estimate degrees of stability and irregularity in cryptocurrency and international stock markets. During the COVID-19 pandemic period it was found that (a) the level of stability in cryptocurrency markets has significantly diminished while the irregularity level significantly augmented, (b) the level of stability in international equity markets has not changed but gained more irregularity, (c) cryptocurrencies became more volatile, (d) the variability in stability and irregularity in equities has not been affected, (e) cryptocurrency and stock markets exhibit a similar degree of stability in price dynamics, whilst finally (f) cryptocurrency exhibit a low level of regularity compared to international equity markets. Hence, measuring both LLE and approximate entropy in price time series allows to assess divergence/convergence and regularity/irregularity of cryptocurrency and stock time series before and during Covid-19 pandemic. ./cache/cord-312120-xt5v3bjh.txt ./txt/cord-312120-xt5v3bjh.txt