Miroslava Rajčániová

Virtual Relationships: Short- and Long-run Evidence from BitCoin and Altcoin Markets

2017 · arXiv (Cornell University)

This study empirically examines interdependencies between BitCoin and altcoin markets in the short- and long-run. We apply time-series analytical mechanisms to daily data of 17 virtual currencies (BitCoin + 16 alternative virtual currencies) and two …