Are cryptocurrencies becoming more interconnected?

Nektarios Aslanidis, Aurelio Fernandez Bariviera and Alejandro Perez-Laborda

Papers from arXiv.org

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.

Date: 2020-09
New Economics Papers: this item is included in nep-pay
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Citations: View citations in EconPapers (1)

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Journal Article: Are cryptocurrencies becoming more interconnected? (2021)
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Persistent link: https://EconPapers.repec.org/RePEc:arx:papers:2009.14561

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