and a crash at the end of 2017. Based on this event, and on the fact that Bitcoin is the most recognized cryptocurrency …, we propose to evaluate the contagion effect between Bitcoin and other major cryptocurrencies. Using the Detrended Cross …

data availability: Bitcoin, Ethereum, Ripple, and Litecoin. We apply detrended fluctuation analysis (the regular one and … find that Bitcoin and Ripple seem to behave as efficient financial assets, while Ethereum and Litecoin present some … evidence of persistence. When correlating Bitcoin with the other cryptocurrencies under analysis, we find that for short time …

cryptocurrency and equity markets in both advanced and emerging economies. The purpose of the study is twofold. First, the study … investigates the presence of the pure (narrow) form of financial contagion between cryptocurrency and stock markets in both … between cryptocurrency and equity markets. The high conditional correlation was mostly detected in periods of financial …

Earlier research documented that cryptocurrencies, including Bitcoin, have experienced dramatic fluctuations in both … market capitalization and market share in recent years. Unsurprisingly, Bitcoin returns exhibit higher volatility than … Bitcoin market. Confirming earlier studies, we find that Bitcoin exhibits dramatically higher volatility than the dollar …