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...
Main Authors: | , , , |
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Format: | Article |
Language: | English |
Published: |
Editura Universităţii „Alexandru Ioan Cuza” din Iaşi / Alexandru Ioan Cuza University of Iasi Publishing house
2018-06-01
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Series: | Scientific Annals of Economics and Business |
Subjects: | |
Online Access: | http://www.degruyter.com/view/j/saeb.2018.65.issue-2/saeb-2018-0013/saeb-2018-0013.xml?format=INT |