The asymmetric effect of bitcoin on altcoins: evidence from the nonlinear autoregressive distributed lag (NARDL) model
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DOI: 10.1016/j.frl.2020.101754
Abstract: Abstract This paper examines the asymmetric effect of Bitcoin on three altcoins, namely Ethereum (ETH), Ripple (XRP) and Litecoin (LTC) by using the Nonlinear Autoregressive Distributed Lag (NARDL) model for the period July 2015 to… read more here.
Keywords: asymmetric effect; effect bitcoin; bitcoin; effect ... See more keywords