Cointegration among cryptocurrencies : A cointegration analysis of Bitcoin, Bitcoin Cash, EOS, Ethereum, Litecoin and Ripple
The purpose of this paper is to examine if there is cointegration between the daily closing price of the cryptocurrency Bitcoin and five other cryptocurrencies; Ethereum, Ripple, Bitcoin Cash, EOS and Litecoin in five different time periods, all ending April 9, 2019. To test if there is a long-run r...
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| Format: | Others |
| Language: | English |
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Umeå universitet, Nationalekonomi
2019
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| Online Access: | http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-161079 |