Co-movement in crypto-currency markets: evidences from wavelet analysis
Abstract We study the time varying co-movement patterns of the crypto-currency prices with the help of wavelet-based methods; employing daily bilateral exchange rate of four major crypto-currencies namely Bitcoin, Ethereum, Lite and Dashcoin. First, we identify Bitcoin as potential market leader usi...
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| Principais autores: | , |
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| Formato: | Artigo |
| Idioma: | Inglês |
| Publicado em: |
SpringerOpen
2019-07-01
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| coleção: | Financial Innovation |
| Assuntos: | |
| Acesso em linha: | http://link.springer.com/article/10.1186/s40854-019-0143-3 |
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