Lead-Lag relationship between Bitcoin and Ethereum: Evidence from hourly and daily data
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DOI: 10.1016/j.ribaf.2019.06.012
Abstract: This paper investigates lead-lag relationship between heavyweight cryptocurrencies Bitcoin and Ethereum. Traditional studies of information flow between markets preponderate on cash vs. futures, whereby researchers are interested in the stabilizing impact of futures on spot… read more here.
Keywords: lag relationship; hourly daily; lead lag; bitcoin ethereum ... See more keywords
Cryptocurrencies Are Becoming Part of the World Global Financial Market
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DOI: 10.3390/e25020377
Abstract: In this study the cross-correlations between the cryptocurrency market represented by the two most liquid and highest-capitalized cryptocurrencies: bitcoin and ethereum, on the one side, and the instruments representing the traditional financial markets: stock indices,… read more here.
Keywords: becoming part; cryptocurrencies becoming; traditional financial; financial markets ... See more keywords