Documents de treball producció científicaUniversitat Rovira i Virgili. Departament d'Economia

Are cryptocurrencies becoming more interconnected?

  • Identification data

    Identifier:  PC:3587
    Handle: https://hdl.handle.net/20.500.11797/PC3587
    Authors:  Pérez Laborda, Àlex; Fernández Bariviera, Aurelio; Aslanidis, Nektarios
    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. JEL codes: C4; G01; G14

  • Others:

    Publisher: ECO-SOS, Centre de Recerca en Economia i Sostenibilitat
    Date: 2020
    Identifier: http://hdl.handle.net/2072/417679
    Departament/Institute: Universitat Rovira i Virgili. Departament d'Economia
    Language: eng
    Author: Pérez Laborda, Àlex, Fernández Bariviera, Aurelio, Aslanidis, Nektarios
    Relation: Documents de treball del Departament d'Economia;2020-04 (ECO-SOS)
    Source: RECERCAT (Dipòsit de la Recerca de Catalunya)
    Format: 17 p.

  • Keywords:

    336 - Finances. Banca. Moneda. Borsa
    Mercats financers
    Moneda electrònica

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