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Table 11 Averaged RV connectedness table-Robustness check

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

26.72 (14.75)

[7.19] {4.79}

8.53 (4.33)

[2.03] {2.17}

10.94 (5.72)

[2.76] {2.45}

21.19 (12.14)

[5.74] {3.31}

20.08 (11.27)

[5.65] {3.17}

12.54 (7.57)

[2.93] {2.03}

73.28 (41.03)

[19.11] {13.13}

Dash

10.05 (3.97)

[1.95] {4.12}

44.71 (18.88)

[13.13] {12.69}

15.68 (6.44)

[4.12] {5.12}

9.09 (4.99)

[1.93] {2.17}

6.23 (2.98)

[1.32] {1.93}

14.25 (6.79)

[3.69] {3.77}

55.29 (25.18)

[13.00] {17.11}

EOS

12.08 (6.24)

[2.61] {3.23}

13.47 (6.98)

[2.96] {3.52}

34.04 (19.00)

[8.67] {6.37}

11.13 (7.20)

[2.16] {1.77}

8.72 (4.99)

[1.88] {1.86}

20.55 (12.07)

[4.91] {3.58}

65.96 (37.48)

[14.52] {13.95}

ETH

21.24 (12.10)

[5.69] {3.45}

9.04 (4.89)

[2.18] {1.96}

10.86 (6.30)

[2.80] {1.76}

27.99 (16.06)

[7.36] {4.57}

20.20 (11.11)

[5.69] {3.40}

10.67 (7.08)

[2.32] {1.27}

72.01 (41.49)

[18.69] {11.83}

LTC

22.26 (11.66)

[5.87] {4.72}

6.85 (4.03)

[1.62] {1.20}

9.60 (6.27)

[2.16] {1.17}

22.68 (11.82)

[5.76] {5.10}

29.84 (15.88)

[7.83] {6.12}

8.77 (6.03)

[1.80] {0.95}

70.16 (39.81)

[17.21] {13.14}

BAT

14.91 (8.47)

[3.74] {2.70}

12.06 (6.89)

[3.12] {2.05}

20.85 (11.23)

[5.93] {3.69}

11.22 (7.43)

[2.36] {1.43}

8.11 (4.68)

[2.08] {1.35}

32.85 (18.83)

[9.02] {5.00}

67.15 (38.70)

[17.23] {11.23}

TO

80.54 (42.45)

[19.87] {18.23}

49.94 (27.13)

[11.91] {10.90}

67.93 (35.97)

[17.77] {14.19}

75.31 (43.58)

[17.95] {13.78}

63.35 (35.02)

[16.63] {11.70}

66.78 (39.55)

[15.64] {11.60}

TCI

NET

7.27 (1.41)

[0.76] {5.09}

− 5.35 (1.95)

[− 1.10] {− 6.21}

1.97 (− 1.52)

[3.25] {0.24}

3.30 (2.09)

[− 0.74] {1.95}

− 6.82 (− 4.79)

[− 0.58] {− 1.45}

− 0.37 (0.85)

[− 1.59] {0.37}

67.31 (37.28)

[16.63] {13.40}

  1. The values in parentheses (), square brackets [], and curly brace {} denote the short-term (1–5 days), medium-term (5–22 days), and long-term (more than 22 days) frequency connectedness results