Bitcoin and Main Altcoins: Causality and Trading Strategies
Using daily data from November 9, 2017 to December 31, 2022, this paper uses Granger causality in the mean and the distribution to investigate the transmission of information between return, volume, volatility, and illiquidity for Bitcoin and the nine most important altcoins in terms of market capi...
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| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Coimbra University Press
2025-08-01
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| Series: | Notas Económicas |
| Subjects: | |
| Online Access: | https://impactum-journals.uc.pt/notaseconomicas/article/view/16622 |
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