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...

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Detalhes bibliográficos
Autor principal: Bação, Pedro (author)
Outros Autores: Duarte, António Portugal (author), Sebastião, Helder (author), Redzepagic, Srdjan (author)
Formato: article
Idioma:eng
Publicado em: 2018
Assuntos:
Bitcoin
cryptocurrencies
causality
Geweke feedback measures
generalized impulse response
Texto completo:http://hdl.handle.net/10316/84805
País:Portugal
Oai:oai:estudogeral.sib.uc.pt:10316/84805

Texto Completo

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

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