From: On the role of stablecoins in cryptoasset pricing dynamics
Hypothesis (\(H_0\)) | Short-term | Long-term | ||
---|---|---|---|---|
(df = [2, 1941]) | (df = [4, 1938]) | |||
F-stat | p value | F-stat | p value | |
Bitcoin does not G-cause stablecoins | 1.7818 | 0.1686 | 2.7213 | 0.0282 |
Altcoins do not G-cause stablecoins | 2.1937 | 0.1118 | 1.0928 | 0.3584 |
Stablecoins do not G-cause Bitcoin | 3.0146 | 0.0493 | 1.5559 | 0.1835 |
Altcoins do not G-cause Bitcoin | 4.5221 | 0.0110 | 2.6620 | 0.0311 |
Stablecoins do not G-cause altcoins | 3.6879 | 0.0252 | 2.2342 | 0.0631 |
Bitcoin does not G-cause altcoins | 1.2256 | 0.2938 | 1.1036 | 0.3532 |