SSRNCrypto & DeFi
Return Connectedness Among Cryptocurrencies
The research analyzes the interconnectedness in returns among five major cryptocurrencies, identifying Bitcoin and Ethereum as net return transmitters and Cardano and Ripple as effective for portfolio optimization.
Featured in No. 85 on 19 Feb 2025 · 9 days after release
- Released
- 10 Feb 2025
- First featured
- No. 85 · 19 Feb 2025
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 21
- Identifier
- SSRN 5131231
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).