Exploring the dynamic relationships between cryptocurrencies and other financial assets

【Author】 Corbet, Shaen; Meegan, Andrew; Larkin, Charles; Lucey, Brian; Yarovaya, Larisa

【Source】ECONOMICS LETTERS

【影响因子】1.469

【Abstract】We analyse, in the time and frequency domains, the relationships between three popular cryptocurrencies and a variety of other financial assets. We find evidence of the relative isolation of these assets from the financial and economic assets. Our results show that cryptocurrencies may offer diversification benefits for investors with short investment horizons. Time variation in the linkages reflects external economic and financial shocks. (C) 2018 Elsevier B.V. All rights reserved.

【Keywords】Cryptocurrencies; Bitcoin; Litecoin; Time varying; Spillovers

【发表时间】2018 APR

【收录时间】2022-01-02

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