Time-varying spillovers in high-order moments among cryptocurrencies

Time-varying spillovers in high-order moments among cryptocurrencies

Abstract This study uses high-frequency (1-min) price data to examine the connectedness among the leading cryptocurrencies (i.e. Bitcoin, Ethereum, Binance, Cardano, Litecoin, and Ripple) at volatility and high-order (third and fourth orders in this paper) moments based on skewness and kurtosis. The...

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Bibliographic Details
Main Author: Asil Azimli
Format: Article
Language:English
Published: SpringerOpen 2024-03-01
Series:Financial Innovation
Subjects:
Spillovers
High-order moments
Skewness
Kurtosis
Cryptocurrencies
Online Access:https://doi.org/10.1186/s40854-024-00612-8

Internet

https://doi.org/10.1186/s40854-024-00612-8

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