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Exploring the Interplay of Skewness and Kurtosis: Dynamics in Cryptocurrency Markets Amid the COVID-19 Pandemic

Ariston Karagiorgis et al.

International Journal of Theoretical and Applied Finance2026https://doi.org/10.1142/s0219024926500056preprint
AJG 2ABDC B
Weight
0.50

Abstract

We examine how skewness interacts with kurtosis within the cryptocurrency market. We show that during the COVID-19 pandemic there are more clusters of observations around the two flanks, highlighting the presence of a volatile behavior. Moreover, we document the evolvement of the interrelationship as the pandemic progresses, identifying the domination of the extremes. Our findings advance the thinking that by exploiting the interrelationship between the two higher moments of cryptocurrencies, investors and researchers can have in their arsenal an additional analytic tool.

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https://doi.org/https://doi.org/10.1142/s0219024926500056

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@article{ariston2026,
  title        = {{Exploring the Interplay of Skewness and Kurtosis: Dynamics in Cryptocurrency Markets Amid the COVID-19 Pandemic}},
  author       = {Ariston Karagiorgis et al.},
  journal      = {International Journal of Theoretical and Applied Finance},
  year         = {2026},
  doi          = {https://doi.org/https://doi.org/10.1142/s0219024926500056},
}

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Exploring the Interplay of Skewness and Kurtosis: Dynamics in Cryptocurrency Markets Amid the COVID-19 Pandemic

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Evidence weight

0.50

Balanced mode · F 0.40 / M 0.15 / V 0.05 / R 0.40

F · citation impact0.50 × 0.4 = 0.20
M · momentum0.50 × 0.15 = 0.07
V · venue signal0.50 × 0.05 = 0.03
R · text relevance †0.50 × 0.4 = 0.20

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