Risk Connectedness Heterogeneity in the Cryptocurrency Markets
This paper examines the risk connectedness across seven cryptocurrencies, Bitcoin, Ethereum, Ripple, Litecoin, Stellar, Monero, and Dash, which have large capitalizations in the cryptocurrency market. The data sample is from August 7, 2015, to February 15, 2020. We measure the return risks of the cr...
| Main Authors: | , , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Frontiers Media S.A.
2020-07-01
|
| Series: | Frontiers in Physics |
| Subjects: | |
| Online Access: | https://www.frontiersin.org/article/10.3389/fphy.2020.00243/full |