Deniz, Pinar; Stengos, Thanasēs - In: Journal of risk and financial management : JRFM 13 (2020) 6/116, pp. 1-21
This paper examines the behaviour of Bitcoin returns and those of several other cryptocurrencies in the pre and post … important variable for Bitcoin for all periods, whereas for the other cryptocurrencies there are other variables that seem more …. Our empirical findings suggest that the top five cryptocurrencies are substitutes before the launch of Bitcoin futures …