Special Issue "Recent Developments in Cryptocurrency Markets: Co-movements, Spillovers and Forecasting"
Deadline for manuscript submissions: closed (31 October 2020).
Interests: nonparametric econometrics; applied time series models; empirical finance; empirical growth
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Topical Collection in Journal of Risk and Financial Management: The Future of Economics and Finance
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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
Manuscript Submission Information
Manuscripts should be submitted online at www.mdpi.com by registering and logging in to this website. Once you are registered, click here to go to the submission form. Manuscripts can be submitted until the deadline. All papers will be peer-reviewed. Accepted papers will be published continuously in the journal (as soon as accepted) and will be listed together on the special issue website. Research articles, review articles as well as short communications are invited. For planned papers, a title and short abstract (about 100 words) can be sent to the Editorial Office for announcement on this website.
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- Spillover effects
- Trends and co-movements