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Table 9 Averaged connectedness table-RHS

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

50.38 (42.60)

[6.25] {1.53}

1.28 (1.22)

[0.05] {0.01}

1.31 (1.18)

[0.11] {0.03}

26.93 (23.44)

[2.79] {0.69}

19.54 (16.32)

[2.58] {0.64}

0.55 (0.35)

[0.16] {0.04}

49.62 (42.51)

[5.70] {1.42}

Dash

1.85 (1.78)

[0.07] {0.01}

70.05 (63.68)

[5.11] {1.26}

19.27 (18.00)

[1.02] {0.25}

0.59 (0.58)

[0.01] {0.00}

0.42 (0.41)

[0.01] {0.00}

7.82 (7.65)

[0.14] {0.03}

29.95 (28.41)

[1.25] {0.29}

EOS

2.79 (2.11)

[0.54] {0.14}

19.02 (18.01)

[0.82] {0.19}

64.81 (57.96)

[5.51] {1.34}

2.45 (2.07)

[0.31] {0.08}

3.16 (2.66)

[0.40] {0.10}

7.77 (7.49)

[0.23] {0.05}

35.19 (32.33)

[2.30] {0.56}

ETH

26.04 (22.60)

[2.76] {0.68}

0.21 (0.17)

[0.03] {0.01}

0.29 (0.26)

[0.03] {0.01}

48.34 (41.72)

[5.31] {1.31}

24.78 (20.55)

[3.39] {0.84}

0.34 (0.24)

[0.08] {0.02}

51.66 (43.81)

[6.30] {1.55}

LTC

20.81 (18.81)

[1.62] {0.38}

0.17 (0.12)

[0.04] {0.01}

0.42 (0.36)

[0.05] {0.01}

25.82 (21.61)

[3.37] {0.84}

52.55 (44.88)

[6.15] {1.52}

0.23 (0.17)

[0.05] {0.01}

47.45 (41.06)

[5.14] {1.25}

BAT

1.05 (0.96)

[0.07] {0.02}

4.94 (4.67)

[0.22] {0.05}

8.39 (7.97)

[0.35] {0.07}

0.78 (0.68)

[0.08] {0.02}

0.72 (0.59)

[0.11] {0.03}

84.11 (71.86)

[9.79] {2.46}

15.89 (14.86)

[0.84] {0.19}

TO

52.54 (46.25)

[5.07] {1.22}

25.62 (24.19)

[1.17] {0.27}

29.69 (27.77)

[1.56] {0.36}

56.57 (48.37)

[6.57] {1.63}

48.62 (40.51)

[6.50] {1.61}

16.71 (15.89)

[0.66] {0.16}

TCI

NET

2.92 (3.74)

[− 0.62] {− 0.20}

− 4.32 (− 4.23)

[− 0.08] {− 0.02}

− 5.50 (− 4.56)

[− 0.75] {− 0.20}

4.91 (4.56)

[0.27] {0.08}

1.17 (− 0.55)

[1.36] {0.36}

0.82 (1.03)

[− 0.18] {− 0.03}

38.29 (33.83)

[3.59] {0.88}

  1. See Table 3