Are cryptocurrencies becoming more interconnected?

Nektarios Aslanidis, Aurelio Fernandez Bariviera and Àlex Pérez Laborda
Authors registered in the RePEc Author Service: Alejandro Perez-Laborda

Working Papers from Universitat Rovira i Virgili, Department of Economics

Abstract: This paper studies the dynamic market linkages among cryptocurrencies during August 2015 - July 2020 and finds a substantial increase in market linkages for both returns and volatilities. We use different methodologies to check the different aspects of market linkages. Financial and regulatory implications are discussed. Keywords: Cryptocurrencies; Market Linkages; Diversification. JEL codes: C4; G01; G14

Keywords: Moneda electrònica; Mercats financers; 336 - Finances. Banca. Moneda. Borsa (search for similar items in EconPapers)
Date: 2020
New Economics Papers: this item is included in nep-cwa
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http://hdl.handle.net/2072/417679

Related works:
Journal Article: Are cryptocurrencies becoming more interconnected? (2021)
Working Paper: Are cryptocurrencies becoming more interconnected? (2020)
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Persistent link: https://EconPapers.repec.org/RePEc:urv:wpaper:2072/417679

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