Are cryptocurrencies becoming more interconnected?

نویسندگان

چکیده

This paper studies the dynamic market linkages among cryptocurrencies during August 2015–July 2020 and finds a substantial increase in for both returns volatilities. We use different methodologies to check aspects of linkages. Financial regulatory implications are discussed.

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ژورنال

عنوان ژورنال: Economics Letters

سال: 2021

ISSN: ['1873-7374', '0165-1765']

DOI: https://doi.org/10.1016/j.econlet.2021.109725