This paper examines the behaviour of Bitcoin returns and those of several other cryptocurrencies in the pre and post … important variable for Bitcoin for all periods, whereas for the other cryptocurrencies there are other variables that seem more …. Our empirical findings suggest that the top five cryptocurrencies are substitutes before the launch of Bitcoin futures …

Evidence that cryptocurrencies exhibit speculative bubble behavior is well documented. This evidence could trigger … global financial instability leading to systemic risk. It is therefore crucial to quantify systemic risk and investigate its …-called multivariate conditional value-at-risk (MCoVaR), which measures the tail risk of a targeted asset from each market conditional on a …

. The author wonders whether contagion risk among these cryptocurrencies happens or not in the event of crashing. We also …-plots. It also means the existence of contagion risk among these cryptocurrencies. The three methodologies namely Kendall …This paper examines the movement of cryptocurrencies' return based on price. This volatility can spread to others of …