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Table 6 Averaged connectedness table-SJV

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

40.26 (35.27)

[3.99] {1.00}

6.21 (5.16)

[0.70] {0.35}

9.39 (8.19)

[0.96] {0.25}

22.40 (19.87)

[2.02] {0.50}

15.64 (13.97)

[1.35] {0.33}

6.10 (5.11)

[0.70] {0.30}

59.74 (52.29)

[5.73] {1.73}

Dash

6.90 (5.98)

[0.74] {0.17}

64.85 (54.76)

[8.01] {2.17}

10.98 (9.46)

[1.22] {0.31}

6.99 (6.03)

[0.77] {0.18}

7.11 (6.06)

[0.84] {0.21}

3.17 (2.39)

[0.55] {0.24}

35.15 (29.93)

[4.12] {1.11}

EOS

10.54 (9.16)

[1.11] {0.27}

9.57 (7.90)

[1.19] {0.48}

45.70 (39.64)

[4.85] {1.21}

12.23 (10.67)

[1.25] {0.31}

13.91 (11.99)

[1.53] {0.39}

8.04 (5.88)

[1.60] {0.56}

54.30 (45.61)

[6.68] {2.01}

ETH

21.48 (18.72)

[2.21] {0.54}

5.62 (4.47)

[0.78] {0.37}

10.14 (8.72)

[1.13] {0.30}

39.72 (34.76)

[3.98] {0.98}

17.43 (15.04)

[1.91] {0.48}

5.61 (4.33)

[0.93] {0.35}

60.28 (51.28)

[6.96] {2.04}

LTC

15.46 (13.36)

[1.69] {0.42}

6.78 (5.44)

[0.92] {0.42}

13.23 (11.16)

[1.65] {0.43}

18.93 (16.33)

[2.08] {0.52}

39.86 (34.04)

[4.65] {1.17}

5.74 (4.17)

[1.14] {0.43}

60.14 (50.45)

[7.48] {2.21}

BAT

7.43 (6.42)

[0.81] {0.20}

3.91 (2.70)

[0.79] {0.41}

8.39 (6.84)

[1.22] {0.33}

7.39 (6.23)

[0.92] {0.24}

3.99 (3.28)

[0.56] {0.15}

68.89 (54.45)

[11.37] {3.07}

31.11 (25.46)

[4.31] {1.34}

TO

61.82 (53.65)

[6.56] {1.61}

32.09 (25.67)

[4.38] {2.03}

52.14 (44.36)

[6.18] {1.60}

67.93 (59.13)

[7.04] {1.75}

58.08 (50.34)

[6.19] {1.56}

28.66 (21.88)

[4.91] {1.87}

TCI

NET

2.07 (1.36)

[0.84] {− 0.12}

− 3.06 (− 4.25)

[0.26] {0.93}

− 2.16 (− 1.25)

[− 0.50] {− 0.40}

7.65 (7.85)

[0.09] {− 0.29}

− 2.06 (− 0.11)

[− 1.29] {− 0.65}

− 2.45 (− 3.59)

[0.61] {0.54}

50.12 (42.50)

[5.88] {1.74}

  1. See Table 3