Are cryptocurrencies becoming more interconnected?

被引：38
|
作者：
Aslanidis, Nektarios [1 ]
Bariviera, Aurelio F. [2 ]
Perez-Laborda, Alejandro [1 ]
机构：
[1] Univ Rovira & Virgili, Dept Econ, ECO SOS, Av Univ 1, Reus 43204, Spain
[2] Univ Rovira & Virgili, Dept Business, Av Univ 1, Reus 43204, Spain
来源：
ECONOMICS LETTERS | 2021年 / 199卷
关键词：
Cryptocurrencies; Market linkages; Diversification; CONNECTEDNESS; BITCOIN; RETURN;
D O I：
10.1016/j.econlet.2021.109725
中图分类号：
F [经济];
学科分类号：
02 ;
摘要：
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.
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页数：7
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