Connectedness of cryptocurrencies and prevailing uncertainties
Connectedness of cryptocurrencies and prevailing uncertainties is a scholarly work, published in 2019 in ''Applied Economics Letters''. The main subjects of the publication include econometrics, economics, econophysics, social connectedness, phase, blockchain, financial economics, Variance decomposition of forecast errors, popularity, variance, and cryptocurrency. The authors investigate dynamic connectedness of cryptocurrencies using Generalized Forecast Error Variance Decomposition into short, medium, and long-term phases.