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Table 5 Averaged connectedness table-RK

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

38.03 (33.14)

[3.93] {0.97}

2.88 (2.69)

[0.16] {0.03}

3.64 (3.41)

[0.19] {0.04}

30.86 (27.11)

[3.02] {0.72}

22.51 (19.54)

[2.40] {0.57}

2.08 (1.96)

[0.10] {0.02}

61.97 (54.72)

[5.86] {1.38}

Dash

4.09 (3.38)

[0.55] {0.16}

58.78 (45.22)

[10.73] {2.82}

17.49 (13.15)

[3.43] {0.91}

4.23 (3.65)

[0.46] {0.12}

3.20 (2.65)

[0.43] {0.12}

12.22 (9.78)

[1.95] {0.48}

41.22 (32.62)

[6.82] {1.78}

EOS

3.81 (2.92)

[0.69] {0.19}

19.03 (13.87)

[4.08] {1.07}

56.8 (44.11)

[10.06] {2.64}

3.28 (2.55)

[0.57] {0.16}

3.74 (2.91)

[0.65] {0.18}

13.34 (10.21)

[2.49] {0.64}

43.2 (32.47)

[8.48] {2.24}

ETH

29.46 (26.32)

[2.55] {0.59}

2.69 (2.53)

[0.13] {0.03}

3.59 (3.27)

[0.26] {0.06}

37.32 (32.96)

[3.51] {0.84}

24.56 (21.60)

[2.40] {0.56}

2.38 (2.26)

[0.10] {0.02}

62.68 (55.98)

[5.45] {1.26}

LTC

23.64 (20.42)

[2.58] {0.64}

2.20 (1.84)

[0.29] {0.07}

3.30 (2.79)

[0.41] {0.10}

26.94 (23.16)

[3.03] {0.75}

42.63 (36.32)

[5.06] {1.25}

1.29 (1.05)

[0.20] {0.05}

57.37 (49.26)

[6.50] {1.61}

BAT

3.20 (2.72)

[0.38] {0.10}

12.12 (10.28)

[1.47] {0.37}

11.77 (9.64)

[1.68] {0.45}

3.79 (3.35)

[0.35] {0.09}

2.64 (2.20)

[0.35] {0.09}

66.48 (57.76)

[6.99] {1.73}

33.52 (28.19)

[4.23] {1.10}

TO

64.2 (55.76)

[6.75] {1.69}

38.92 (31.22)

[6.13] {1.57}

39.78 (32.26)

[5.98] {1.55}

69.09 (59.82)

[7.44] {1.83}

56.65 (48.91)

[6.22] {1.52}

31.31 (25.27)

[4.83] {1.21}

TCI

NET

2.24 (1.04)

[0.89] {0.31}

− 2.30 (− 1.4)

[− 0.69] {− 0.21}

− 3.42 (− 0.22)

[− 2.51] {− 0.69}

6.41 (3.84)

[1.99] {0.58}

− 0.72 (− 0.35)

[− 0.28] {− 0.09}

− 2.21 (− 2.92)

[0.60] {0.11}

49.99 (42.21)

[6.22] {1.56}

  1. See Table 3