Kong et al., 2023 - Google Patents
Changes in the market structure and risk management of Bitcoin and its forked coinsKong et al., 2023
- Document ID
- 13985482591380068948
- Author
- Kong X
- Ma C
- Ren Y
- Narayan S
- Nguyen T
- Baltas K
- Publication year
- Publication venue
- Research in International Business and Finance
External Links
Snippet
Inconsistency of consensus results in blockchain forks, which create a new financial risk. After filtering out Bitcoin's linear, nonlinear, and lag impacts on forked coins, this study employs a bottom-up hierarchical clustering algorithm to examine the logarithmic return …
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