Is Bitcoin Still a King? Relationships between Prices, Volatility and Liquidity of Cryptocurrencies during the Pandemic

We try to establish the commonalities and leadership in the cryptocurrency markets by examining the mutual information and lead-lag relationships between Bitcoin and other cryptocurrencies from January 2019 to June 2021. We examine the transfer entropy between volatility and liquidity of seven highl...

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Detalles Bibliográficos
Autores principales: Będowska-Sójka, Barbara, Kliber, Agata, Rutkowska, Aleksandra
Formato: Online Artículo Texto
Lenguaje:English
Publicado: MDPI 2021
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8624574/
https://www.ncbi.nlm.nih.gov/pubmed/34828084
http://dx.doi.org/10.3390/e23111386

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8624574/
https://www.ncbi.nlm.nih.gov/pubmed/34828084
http://dx.doi.org/10.3390/e23111386

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