AN EMPIRICAL ANALYSIS OF SPECULATIVE BEHAVIOR AND THE SPILLOVER EFFECT IN CRYPTOCURRENCY MARKETS
نویسندگان
چکیده
For risk management and stable pricing in the cryptocurrency market, it is necessary to determine interdependence of speculative behaviour crypto assets. The correlation high volatility caused by financial assets market can lead spreading risks. study aims measure spillover effect prices market. used SADF test, generalized Dickey-Fuller test (GSADF), frequency domain causality Breitung Candelon (2006) Empirical evidence bubble formation between January 1, 2018, December 2021 for covered (ADA, BNB, BTC, DOGE, ETH, XLM, XRP) presented. Moreover, results obtained show a contagion provide essential information on development spread asset
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ژورنال
عنوان ژورنال: Journal of research in economics
سال: 2023
ISSN: ['2636-8307']
DOI: https://doi.org/10.29228/jore.21