-weighted averages across 18 exchanges where these cryptocurrencies are traded, thus capturing the entire price movement around the world …

This paper examines mean and volatility spillovers between three major cryptocurrencies (Bitcoin, Litecoin and Ethereum … (interdependence) among the three cryptocurrencies under investigation are found in most cases when cyber attacks are taken into … account, Bitcoin appearing to be the dominant one. Further, Wald tests for parameter shifts during episodes of turbulence …

on and importance of mispricing in the market for cryptocurrencies, we include the cryptocurrency Bitcoin in addition to … markets for Bitcoin. We confirm the importance of our results for portfolio strategies by showing that a currency portfolio …

This paper assesses the impact of US policy responses to the Covid-19 pandemic on various cryptocurrencies and also … the case of nine major coins (Bitcoin - BITC, Stella - STEL, Litecoin - LITE, Ethereum - ETHE, XRP (Ripple), Dash, Monero …

This article investigates similarities and differences between gold and four cryptocurrencies (Bitcoin, Ethereum …, Bitcoin Cash and Litecoin). To do so, we estimate a system-GARCH-in-mean with respect to four determinants for the period … premia exist in either gold and cryptocurrencies. Third, the response of cryptocurrencies to ex- change rate changes is more …