Special Issue "Recent Developments in Cryptocurrency Markets: Co-movements, Spillovers and Forecasting"
Deadline for manuscript submissions: closed (31 October 2020) | Viewed by 24331
Interests: nonparametric econometrics; applied time series models; empirical finance; empirical growth
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The emergence of Bitcoin and other cryptocurrencies has led to an explosion of trading and speculation in once non-traditional markets. There is a large number of cryptocurrencies in existence, see, for example, the website Coin Market Cap that has a complete list: https://coinmarketcap.com/all/views/all/. Of those, four stand apart from the rest in terms of market capitalization and volume. These are Bitcoin, Ethereum, XRP, and Litecoin and as of March 27, 2019, their market capitalizations stood at $71.9 Billion, $17.8 Billion, $13.0 Billion, and $3.8 Billion, respectively. Each of these has its own unique features and purpose, and even though there is a huge and ever-growing literature on their individual behavior there has been considerably less work on investigating their interactions and interrelationships when taken together as a group. In this Special Issue, the emphasis will be primarily on investigating the relationship between the different cryptocurrencies over time, by identifying co-movement patterns, forecasting ability, and leading trends of individual currencies that cause spillover effects.
Prof. Dr. Thanasis Stengos
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- Spillover effects
- Trends and co-movements