Are cryptocurrencies becoming more interconnected?

Nektarios Aslanidis, Aurelio Fernandez Bariviera and Alejandro Perez-Laborda

Economics Letters, 2021, vol. 199, issue C

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 (search for similar items in EconPapers)
JEL-codes: C4 G01 G14 (search for similar items in EconPapers)
Date: 2021
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Citations: View citations in EconPapers (31)

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Working Paper: Are cryptocurrencies becoming more interconnected? (2020)
Working Paper: Are cryptocurrencies becoming more interconnected? (2020)
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Persistent link: https://EconPapers.repec.org/RePEc:eee:ecolet:v:199:y:2021:i:c:s0165176521000021

DOI: 10.1016/j.econlet.2021.109725

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