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Table 7 Averaged connectedness table-RSV-P

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

25.99 (15.49)

[7.32] {3.18}

10.00 (5.28)

[2.39] {2.33}

11.79 (7.25)

[3.07] {1.47}

21.39 (12.62)

[6.08] {2.68}

18.02 (10.64)

[5.14] {2.24}

12.81 (8.13)

[3.24] {1.44}

74.01 (43.92)

[19.93] {10.16}

Dash

9.38 (4.06)

[2.95] {2.37}

49.13 (23.47)

[14.75] {10.91}

14.91 (6.57)

[5.09] {3.25}

7.07 (3.30)

[2.17] {1.61}

5.53 (2.88)

[1.57] {1.07}

13.98 (6.55)

[4.57] {2.85}

50.87 (23.37)

[16.35] {11.15}

EOS

13.21 (6.95)

[3.89] {2.37}

14.82 (6.30)

[3.91] {4.62}

33.83 (17.59)

[10.96] {5.27}

9.77 (6.02)

[2.39] {1.35}

7.71 (4.72)

[1.93] {1.06}

20.67 (11.25)

[6.25] {3.16}

66.17 (35.25)

[18.37] {12.56}

ETH

22.10 (13.60)

[5.93] {2.56}

8.60 (5.09)

[1.95] {1.56}

9.99 (6.65)

[2.41] {0.92}

28.51 (17.18)

[7.76] {3.57}

20.48 (11.83)

[5.82] {2.82}

10.33 (7.29)

[2.23] {0.81}

71.49 (44.47)

[18.34] {8.68}

LTC

20.77 (12.84)

[5.29] {2.64}

7.59 (5.46)

[1.48] {0.66}

9.56 (7.29)

[1.74] {0.53}

22.35 (12.84)

[6.04] {3.47}

30.62 (18.08)

[8.18] {4.36}

9.11 (7.05)

[1.58] {0.49}

69.38 (45.47)

[16.13] {7.79}

BAT

15.11 (9.09)

[4.07] {1.95}

12.78 (7.01)

[3.56] {2.21}

22.04 (12.15)

[6.85] {3.05}

10.40 (6.80)

[2.46] {1.14}

7.74 (5.07)

[1.84] {0.83}

31.93 (19.20)

[9.15] {3.58}

68.07 (40.12)

[18.77] {9.18}

TO

80.56 (46.55)

[22.13] {11.88}

53.79 (29.14)

[13.28] {11.37}

68.29 (39.91)

[19.16] {9.22}

70.99 (41.58)

[19.15] {10.26}

59.47 (35.14)

[16.30] {8.02}

66.91 (40.27)

[17.88] {8.76}

TCI

NET

6.55 (2.63)

[2.20] {1.72}

2.92 (5.77)

[− 3.07] {0.23}

2.12 (4.67)

[0.78] {− 3.33}

− 0.51 (− 2.88)

[0.80] {1.58}

− 9.92 (− 10.32)

[0.18] {0.23}

− 1.17 (0.15)

[− 0.90] {− 0.42}

66.67 (38.77)

[17.98] {9.92}

  1. See Table 3