https://orcid.org/0000-0001-9405-6264
Figures & data
Figure 1. Monthly Bitcoin market price (in USD), 31/08/2010–31/05/2022source: Quandl.Com.
Figure 2. Monthly Ethereum market price (in USD), 31/03/2016–31/05/2022.
Source: Quandl.com
Figure 3. Monthly Litecoin market price (in USD), 30/04/2014–31/05/2022.
Source: Quandl.com
Table 1. Data descriptions and sources
Table 2. Results of descriptive statistics
Table 3. Results of ADF Unit Root Test
Table 4. Results of ARDL bound cointegration test
Table 5. Results of the estimated longrun coefficients
Table 6. Results of parsimonious ECM versions of the estimated ARDL models
Table 7. Energy decomposition of BTCP, ETHP, and LTCP
Table 8. Wavelets granger causality between BTCP, ETHP, and LTCP
Figure 4. CUSUM stability test results.
