HIGHLIGHTS
- What: The authors aim to contribute to this research goal by expanding the sample size and employing different analytical techniques. For the analysis , the authors use market capitalisations and their logreturn correlations rather than prices as the latter would not be particularly informative, for example, in the case of stablecoins, which are designed to be pegged to a fixed value in time (typically 1 the authors dollar). The authors show the similarities in Figure 2. To assess the goodness of fit, the authors use the computed R2 of the models the authors obtained and the difference in . . .
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