Articles producció científicaGestió d'Empreses

Are cryptocurrencies becoming more interconnected?

  • Identification data

    Identifier:  imarina:9139062
    Handle: https://hdl.handle.net/20.500.11797/imarina9139062
    Authors:  Aslanidis, N; Bariviera, AF; Perez-Laborda, A
    Abstract:
    © 2021 Elsevier B.V. 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.

  • Others:

    Link to the original source: https://www.sciencedirect.com/science/article/abs/pii/S0165176521000021?via%3Dihub
    APA: Aslanidis, N; Bariviera, AF; Perez-Laborda, A (2021). Are cryptocurrencies becoming more interconnected?. ECONOMICS LETTERS, 199(109725), 109725-. DOI: 10.1016/j.econlet.2021.109725
    Paper original source: ECONOMICS LETTERS. 199 (109725): 109725-
    Article's DOI: 10.1016/j.econlet.2021.109725
    Journal publication year: 2021-02-01
    Entity: Universitat Rovira i Virgili
    Paper version: info:eu-repo/semantics/acceptedVersion
    Record's date: 2026-05-02
    URV's Author/s: Aslanidis, Nektarios / Fernández Bariviera, Aurelio / Perez Laborda, Alejandro
    Department: Economia, Gestió d'Empreses
    Licence document URL: https://repositori.urv.cat/ca/proteccio-de-dades/
    Publication Type: Journal Publications
    ISSN: 0165-1765
    Author, as appears in the article.: Aslanidis, N; Bariviera, AF; Perez-Laborda, A
    licence for use: https://creativecommons.org/licenses/by/3.0/es/
    Journal volume: 199
    Thematic Areas: Sociología, Planejamento urbano e regional / demografia, Finance, Farmacia, Economics and econometrics, Economics, Economia, Direito, Ciencias sociales, Astronomia / física, Administração, ciências contábeis e turismo, Administração pública e de empresas, ciências contábeis e turismo
    Author's mail: nektarios.aslanidis@urv.cat, nektarios.aslanidis@urv.cat, nektarios.aslanidis@urv.cat, alejandro.perez@urv.cat, alejandro.perez@urv.cat, aurelio.fernandez@urv.cat, aurelio.fernandez@urv.cat

  • Keywords:

    Market linkages
    Diversification
    Cryptocurrencies
    Economics
    Economics and Econometrics
    Finance
    Sociología
    Planejamento urbano e regional / demografia
    Farmacia
    Economia
    Direito
    Ciencias sociales
    Astronomia / física
    Administração
    ciências contábeis e turismo
    Administração pública e de empresas

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