Information Transmission Between Cryptocurrencies: Does Bitcoin Rule the Cryptocurrency World?

Information Transmission Between Cryptocurrencies: Does Bitcoin Rule the Cryptocurrency World?

This paper investigates the information transmission between the most important cryptocurrencies - Bitcoin, Litecoin, Ripple, Ethereum and Bitcoin Cash. We use a VAR modelling approach, upon which the Geweke’s feedback measures and generalized impulse response functions are computed. This methodolog...

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Bibliographic Details
Main Authors: Bação Pedro, Duarte António Portugal, Sebastião Helder, Redzepagic Srdjan
Format: Article
Language:English
Published: Editura Universităţii „Alexandru Ioan Cuza” din Iaşi / Alexandru Ioan Cuza University of Iasi Publishing house 2018-06-01
Series:Scientific Annals of Economics and Business
Subjects:
Bitcoin
cryptocurrencies
causality
Geweke feedback measures
generalized impulse response
G12
G14
G15
Online Access:http://www.degruyter.com/view/j/saeb.2018.65.issue-2/saeb-2018-0013/saeb-2018-0013.xml?format=INT

Internet

http://www.degruyter.com/view/j/saeb.2018.65.issue-2/saeb-2018-0013/saeb-2018-0013.xml?format=INT

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