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1 result for “SVAR-LiNGAM”

Mechanism of information transmission from a spot rate market to crypto-asset marketsq-fin.ST

SVAR-LiNGAM reveals causal order in crypto-asset markets.

problem Understanding the causal relationships between spot rates and crypto-assets.

method Applied SVAR-LiNGAM to analyze spot exchange rates and crypto-asset exchange rates.

result Causal order found: EUR_USD spot rate -> Bitcoin -> Ethereum -> Ripple.

SVAR-LiNGAM causal relationships crypto-assets spot rates Bitcoin

2022-11-29abs ↗pdf ↗