After more than a decade of existence, crypto-currencies may now be considered an important class of assets presenting … comprehensive statistical analysis of the six most important crypto-currencies from the period 2015-2020. Using daily data we (1 … crypto-coins' price trajectories do not contain speculative bubbles and that they move together maintaining the long run …

The aim of this paper is to derive the main factors that separate cryptocurrencies from the classical assets, by using … returns (either cryptocurrencies or classical assets) can be characterized by a multidimensional vector with statistical … cryptocurrencies, stocks, exchange rates and commodities, we are able to classify cryptocurrencies as a new asset class with unique …

After more than a decade of existence, crypto-currencies may now be considered an important class of assets presenting … comprehensive statistical analysis of the six most important crypto-currencies from the period 2015-2020. Using daily data we (1 … crypto-coins´ price trajectories do not contain speculative bubbles and that they move together maintaining the long run …

We explore the taxonomy of cryptocurrencies and integrate our analysis with traditional ways of understanding financial … assets. We thus classify cryptocurrencies using the time series and distributional properties of returns. Cryptocurrencies …

We explore the taxonomy of cryptocurrencies and integrate our analysis with traditional ways of understanding financial … assets. We thus classify cryptocurrencies using the time series and distributional properties of returns. Cryptocurrencies …