Changes in the market structure and risk management of Bitcoin and its forked coins

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 series for Bitcoin and its 1...

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Bibliographic Details

Published in:	Research in international business and finance Vol. 65; p. 101930
Main Authors:	Kong, Xiaolin, Ma, Chaoqun, Ren, Yi-Shuai, Narayan, Seema, Nguyen, Thong Trung, Baltas, Konstantinos
Format:	Journal Article
Language:	English
Published:	Elsevier B.V 01.04.2023
Subjects:	Bitcoin Blockchain Financial risk Forked coin Hierarchical clustering algorithm Market structure Market structure Forked coin Hierarchical clustering algorithm Financial risk Bitcoin Blockchain
ISSN:	0275-5319
Online Access:	Get full text
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