Information Transmission Between Cryptocurrencies: Does Bitcoin Rule the Cryptocurrency World?

This paper investigates the information transmission between the most important cryptocurrencies - Bitcoin, Litecoin, Ripple, Ethereum and Bitcoin Cash. We use a VAR modelling approach, upon which the Geweke’s feedback measures and generalized impulse response functions are computed. This methodolog...

Full description

Bibliographic Details
Main Author: Bação, Pedro (author)
Other Authors: Duarte, António Portugal (author), Sebastião, Helder (author), Redzepagic, Srdjan (author)
Format: article
Language:eng
Published: 2018
Subjects:
Bitcoin
cryptocurrencies
causality
Geweke feedback measures
generalized impulse response
Online Access:http://hdl.handle.net/10316/84805
Country:Portugal
Oai:oai:estudogeral.sib.uc.pt:10316/84805

Internet

http://hdl.handle.net/10316/84805

Similar Items