Kostika, Eleftheria; Laopodis, Nikiforos T. - In: Studies in Economics and Finance 37 (2019) 2, pp. 243-265
Purpose: The purpose of this paper is to investigate the short- and long-run dynamic linkages between selected cryptocurrencies, several major world currencies and major equity indices. The results show that despite sharing some common characteristics, the cryptocurrencies do not reveal any...