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Keywords: Litecoin
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Journal Articles
Journal:
Studies in Economics and Finance
Studies in Economics and Finance (2021) 38 (4): 861–872.
Published: 11 April 2021
...Eray Gemici; Müslüm Polat Purpose This study aims to examine the volatility spillovers between Bitcoin (BTC), Litecoin (LTC) and Ethereum (ETH) as they are related to structural breaks. Design/methodology/approach This study examines the daily period from August 7, 2015 to July 10, 2018...
Journal Articles
Journal:
Studies in Economics and Finance
Studies in Economics and Finance (2019) 36 (4): 581–599.
Published: 25 September 2019
... to a set of performance metrics. Findings The paper finds cointegrated portfolios involving four cryptocurrencies: Bitcoin (BTC), Ethereum (ETH), Bitcoin Cash (BCH) and Litecoin (LTC), and the corresponding trading strategies are shown to be profitable under different configurations. Originality...
Journal Articles
Journal:
Studies in Economics and Finance
Studies in Economics and Finance (2020) 37 (2): 229–242.
Published: 12 July 2019
...Cynthia Miglietti; Zdenka Kubosova; Nicole Skulanova Purpose This paper aims to empirically investigate the volatility of Bitcoin, Litecoin and the Euro. Design/methodology/approach The authors use quantitative methodologies to assess the annualized volatility of two cryptocurrencies and one...
