Pairwise and high-order dependencies in the cryptocurrency trading network
Abstract In this paper we analyse the effects of information flows in cryptocurrency markets. We first define a cryptocurrency trading network, i.e. the network made using cryptocurrencies as nodes and the Granger causality among their weekly log returns as links, later we analyse its evolution over...
| Main Authors: | , , , , , |
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| Format: | Article |
| Language: | English |
| Published: |
Nature Portfolio
2022-11-01
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| Series: | Scientific Reports |
| Online Access: | https://doi.org/10.1038/s41598-022-21192-6 |