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Table 10 Averaged connectedness table-RHK

From: Time–frequency co-movement and risk connectedness among cryptocurrencies: new evidence from the higher-order moments before and during the COVID-19 pandemic

 

BTC

Dash

EOS

ETH

LTC

BAT

FROM

BTC

40.60 (31.10)

[7.46] {2.04}

0.62 (0.33)

[0.22] {0.07}

0.86 (0.59)

[0.20] {0.06}

32.66 (25.36)

[5.78] {1.52}

24.63 (18.91)

[4.52] {1.20}

0.62 (0.35)

[0.21] {0.06}

59.40 (45.53)

[10.94] {2.92}

Dash

2.32 (0.80)

[1.15] {0.37}

63.61 (47.19)

[12.87] {3.54}

19.20 (12.18)

[5.45] {1.58}

0.84 (0.37)

[0.36] {0.12}

0.68 (0.30)

[0.29] {0.09}

13.35 (8.67)

[3.65] {1.03}

36.39 (22.31)

[10.88] {3.20}

EOS

4.39 (1.87)

[1.90] {0.61}

15.60 (10.48)

[3.97] {1.16}

58.84 (41.70)

[13.30] {3.84}

3.43 (1.76)

[1.27] {0.40}

3.62 (2.12)

[1.14] {0.36}

14.12 (8.64)

[4.24] {1.24}

41.16 (24.87)

[12.52] {3.77}

ETH

31.77 (25.08)

[5.29] {1.39}

0.19 (0.14)

[0.04] {0.01}

0.56 (0.45)

[0.09] {0.03}

39.84 (31.97)

[6.26] {1.61}

27.07 (21.47)

[4.46] {1.15}

0.56 (0.40)

[0.12] {0.04}

60.16 (47.54)

[10.00] {2.61}

LTC

25.65 (20.34)

[4.19] {1.12}

0.19 (0.17)

[0.02] {0.00}

0.54 (0.48)

[0.05] {0.01}

28.96 (23.54)

[4.31] {1.11}

44.33 (36.78)

[6.01] {1.54}

0.33 (0.25)

[0.06] {0.02}

55.67 (44.78)

[8.63] {2.27}

BAT

2.40 (1.12)

[0.97] {0.31}

6.28 (4.35)

[1.49] {0.44}

12.69 (8.60)

[3.15] {0.94}

1.74 (0.99)

[0.57] {0.18}

1.38 (0.80)

[0.44] {0.14}

75.50 (61.65)

[10.90] {2.95}

24.50 (15.86)

[6.62] {2.01}

TO

66.52 (49.22)

[13.50] {3.81}

22.89 (15.47)

[5.73] {1.69}

33.86 (22.29)

[8.95] {2.62}

67.63 (52.01)

[12.29] {3.33}

57.39 (43.60)

[10.85] {2.94}

28.98 (18.31)

[8.28] {2.39}

TCI

NET

7.12 (3.68)

[2.55] {0.88}

− 13.50 (− 6.84)

[− 5.15] {− 1.51}

− 7.30 (− 2.58)

[− 3.57] {− 1.15}

7.48 (4.47)

[2.28] {0.72}

1.72 (− 1.18)

[2.23] {0.67}

4.49 (2.44)

[1.66] {0.38}

46.21 (33.48)

[9.93] {2.80}

  1. See Table 3