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Table 4 Averaged connectedness table-RS

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

47.18 (40.80)

[5.12] {1.26}

3.69 (3.19)

[0.41] {0.10}

4.65 (3.92)

[0.58] {0.14}

25.87 (22.33)

[2.83] {0.71}

16.95 (14.12)

[2.26] {0.57}

1.66 (1.28)

[0.31] {0.08}

52.82 (44.84)

[6.38] {1.60}

Dash

5.06 (4.45)

[0.49] {0.12}

67.90 (57.40)

[8.39] {2.11}

16.99 (14.73)

[1.81] {0.44}

2.12 (1.74)

[0.30] {0.08}

2.05 (1.75)

[0.24] {0.06}

5.89 (5.20)

[0.56] {0.14}

32.10 (27.87)

[3.40] {0.83}

EOS

5.63 (4.84)

[0.64] {0.16}

16.27 (14.61)

[1.34] {0.32}

62.02 (52.74)

[7.42] {1.86}

3.31 (2.75)

[0.44] {0.11}

4.15 (3.49)

[0.54] {0.13}

8.62 (7.29)

[1.06] {0.27}

37.98 (32.97)

[4.02] {1.00}

ETH

26.31 (23.34)

[2.39] {0.58}

1.64 (1.45)

[0.15] {0.04}

2.66 (2.35)

[0.25] {0.06}

47.91 (41.50)

[5.13] {1.28}

20.18 (16.93)

[2.60] {0.65}

1.29 (1.06)

[0.19] {0.05}

52.09 (45.13)

[5.59] {1.37}

LTC

18.74 (16.59)

[1.73] {0.42}

1.67 (1.34)

[0.26] {0.07}

3.41 (2.93)

[0.38] {0.09}

21.63 (17.95)

[2.93] {0.75}

53.29 (44.91)

[6.69] {1.69}

1.27 (0.96)

[0.25] {0.06}

46.71 (39.77)

[5.56] {1.38}

BAT

2.60 (2.33)

[0.21] {0.05}

6.62 (5.72)

[0.71] {0.18}

10.55 (9.53)

[0.83] {0.19}

2.43 (2.08)

[0.28] {0.07}

2.05 (1.78)

[0.22] {0.05}

75.76 (64.22)

[9.22] {2.31}

24.24 (21.44)

[2.25] {0.54}

TO

58.33 (51.55)

[5.47] {1.32}

29.89 (26.30)

[2.88] {0.71}

38.26 (33.47)

[3.86] {0.93}

55.35 (46.86)

[6.77] {1.72}

45.38 (38.07)

[5.85] {1.46}

18.74 (15.77)

[2.37] {0.59}

TCI

NET

5.51 (6.71)

[− 0.91] {− 0.28}

− 2.21 (− 1.57)

[− 0.52] {− 0.12}

0.27 (0.50)

[− 0.16] {− 0.07}

3.26 (1.73)

[1.18] {0.34}

− 1.33 (− 1.69)

[0.29] {0.08}

− 5.50 (− 5.67)

[0.11] {0.05}

40.99 (35.34)

[4.53] {1.12}

  1. See Table 3