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Table 8 Averaged connectedness table-RSV-N

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

24.63 (16.44)

[6.20] {1.99}

11.17 (6.52)

[3.20] {1.45}

12.82 (7.62)

[3.74] {1.46}

20.94 (13.98)

[5.36] {1.59}

18.89 (13.00)

[4.64] {1.25}

11.54 (7.21)

[3.07] {1.26}

75.37 (48.34)

[20.03] {7.01}

Dash

12.00 (6.86)

[3.09] {2.05}

38.59 (18.59)

[12.51] {7.49}

15.66 (8.26)

[4.54] {2.87}

10.34 (6.45)

[2.70] {1.19}

8.19 (5.03)

[2.19] {0.96}

15.22 (8.70)

[4.15] {2.36}

61.41 (35.30)

[16.67] {9.44}

EOS

14.36 (10.20)

[2.99] {1.18}

14.75 (9.92)

[3.31] {1.52}

28.73 (20.33)

[6.28] {2.12}

13.67 (9.93)

[2.79] {0.95}

10.86 (7.85)

[2.24] {0.77}

17.62 (12.43)

[3.86] {1.33}

71.27 (50.32)

[15.19] {5.76}

ETH

21.24 (14.40)

[5.27] {1.57}

10.69 (6.33)

[3.02] {1.34}

12.41 (7.94)

[3.32] {1.14}

25.06 (16.88)

[6.27] {1.91}

20.34 (13.92)

[5.02] {1.41}

10.27 (7.06)

[2.42] {0.78}

74.94 (49.65)

[19.05] {6.24}

LTC

21.60 (13.16)

[6.10] {2.33}

9.19 (5.17)

[2.80] {1.22}

10.39 (6.39)

[2.90] {1.09}

22.94 (13.87)

[6.52] {2.55}

28.16 (17.57)

[7.69] {2.89}

7.73 (5.22)

[1.85] {0.66}

71.84 (43.81)

[20.17] {7.86}

BAT

12.49 (8.47)

[2.95] {1.07}

15.49 (9.85)

[4.17] {1.48}

19.70 (12.52)

[5.41] {1.77}

10.82 (7.59)

[2.43] {0.80}

7.52 (5.26)

[1.69] {0.56}

33.98 (21.67)

[9.36] {2.96}

66.02 (43.69)

[16.65] {5.68}

TO

81.69 (53.10)

[20.40] {8.19}

61.29 (37.78)

[16.51] {7.00}

70.98 (42.74)

[19.91] {8.33}

78.71 (51.82)

[19.80] {7.09}

65.80 (45.06)

[15.78] {4.96}

62.38 (40.62)

[15.36] {6.40}

TCI

NET

6.32 (4.76)

[0.37] {1.19}

− 0.12 (2.48)

[− 0.16] {− 2.43}

− 0.29 (− 7.58)

[4.72] {2.57}

3.77 (2.17)

[0.75] {0.85}

− 6.04 (1.24)

[− 4.39] {− 2.89}

− 3.64 (− 3.07)

[− 1.29] {0.72}

70.14 (45.19)

[17.96] {7.00}

  1. See Table 3