Virtual relationships: Short- and long-run evidence from BitCoin and altcoin markets

Ciaian, Pavel; Rajčániová, Miroslava; Kancs, d’Artis

doi:10.1016/j.intfin.2017.11.001

Public

Virtual relationships: Short- and long-run evidence from BitCoin and altcoin markets

Published in Journal of International Financial Markets Institutions and Money • Nov 24, 2017

Authors:

Pavel Ciaian

Miroslava Rajčániová

d’Artis Kancs

Abstract

This paper 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 altcoin price indices for the period 2013–2016. Ou...

Subject

Economics

Monetary economics

Short run

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