Are cryptocurrencies becoming more interconnected?

【Author】 Aslanidis, Nektarios; Bariviera, Aurelio F.; Perez-Laborda, Alejandro

【Source】ECONOMICS LETTERS

【影响因子】1.469

【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. (C) 2021 Elsevier B.V. All rights reserved.

【Keywords】Cryptocurrencies; Market linkages; Diversification

【发表时间】2021 FEB

【收录时间】2022-01-02

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