dc.contributor
Universitat Rovira i Virgili. Departament d'Economia
dc.contributor.author
Aslanidis, Nektarios
dc.contributor.author
Fernández Bariviera, Aurelio
dc.contributor.author
Pérez Laborda, Àlex
dc.date.accessioned
2021-01-15T15:45:43Z
dc.date.accessioned
2024-12-10T13:29:06Z
dc.date.available
2021-01-15T15:45:43Z
dc.date.available
2024-12-10T13:29:06Z
dc.date.created
2020-09-30
dc.identifier.uri
http://hdl.handle.net/2072/417679
dc.description.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
dc.format.extent
17 p.
cat
dc.publisher
ECO-SOS, Centre de Recerca en Economia i Sostenibilitat
cat
dc.relation.ispartofseries
Documents de treball del Departament d'Economia;2020-04 (ECO-SOS)
dc.rights
L'accés als continguts d'aquest document queda condicionat a l'acceptació de les condicions d'ús establertes per la següent llicència Creative Commons:http://creativecommons.org/licenses/by-nc-nd/4.0/
dc.source
RECERCAT (Dipòsit de la Recerca de Catalunya)
dc.subject.other
Moneda electrònica
cat
dc.subject.other
Mercats financers
cat
dc.title
Are cryptocurrencies becoming more interconnected?
cat
dc.type
info:eu-repo/semantics/workingPaper
cat
dc.rights.accessLevel
info:eu-repo/semantics/openAccess
