Lead-Lag relationship between Bitcoin and Ethereum: evidence from hourly and daily data
This paper investigates lead-lag relationship between heavyweight cryptocurrencies Bitcoin and Ethereum. Traditional studies of information flow between markets preponderate on cash vs. futures, whereby researchers are interested in the stabilizing impact of futures on spot markets. While interest i...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English English English |
| Published: |
Elsevier
2019
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| Subjects: | |
| Online Access: | http://irep.iium.edu.my/73405/ http://irep.iium.edu.my/73405/ http://irep.iium.edu.my/73405/ http://irep.iium.edu.my/73405/1/Imtiaz%2C%20Azhar%2C%20Syazwan%20%282019%29%20RIBAF.pdf http://irep.iium.edu.my/73405/7/M.azhar.pdf http://irep.iium.edu.my/73405/13/73405_Lead-Lag%20relationship%20between%20Bitcoin%20and%20Ethereum_scopus.pdf |