What determines bitcoin exchange prices? A network VAR approach

Paolo Giudici and Iman Abu-Hashish

Finance Research Letters, 2019, vol. 28, issue C, 309-318

Abstract: We aim to understand the dynamics of cryptocurrency prices and, specifically, how price information is transmitted between different crypto market exchanges, and between crypto markets and traditional ones.

Keywords: Bitcoin exchanges; Bitcoin price contagion; Network models (search for similar items in EconPapers)
Date: 2019
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Citations: View citations in EconPapers (72)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:finlet:v:28:y:2019:i:c:p:309-318

DOI: 10.1016/j.frl.2018.05.013

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