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Title:
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Are cryptocurrencies becoming more interconnected?
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Author:
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Aslanidis, Nektarios; Fernández Bariviera, Aurelio; Pérez Laborda, Àlex
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Other authors:
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Universitat Rovira i Virgili. Departament d'Economia |
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Abstract:
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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 |
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Publication date:
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2020 |
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Subject (UDC):
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336 - Finances. Banca. Moneda. Borsa |
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Subject(s):
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Moneda electrònica
Mercats financers |
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Rights:
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L'accés als continguts d'aquest document queda condicionat a l'acceptació de les condicions d'ús establertes per la següent llicència Creative Commons:http://creativecommons.org/licenses/by-nc-nd/4.0/ |
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Pages:
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17 p. |
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Document type:
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Working Paper |
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Published by:
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ECO-SOS, Centre de Recerca en Economia i Sostenibilitat
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Collection:
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Documents de treball del Departament d'Economia;2020-04 (ECO-SOS)
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