Co-movement of cryptocurrencies and African stock returns: A multiresolution analysis
This paper investigates the co-movement between cryptocurrencies and African stock returns to uncover their degree of association and global portfolio diversification benefits implementing the three-dimensional continuous Morlet wavelet transform technique. Data span 10 August 2015 to 10 December 20...
Αποθηκεύτηκε σε:
| Κύριοι συγγραφείς: | , , |
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| Μορφή: | Artigo |
| Γλώσσα: | Inglês |
| Έκδοση: |
Taylor & Francis Group
2022-12-01
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| Σειρά: | Cogent Business & Management |
| Θέματα: | |
| Διαθέσιμο Online: | https://www.tandfonline.com/doi/10.1080/23311975.2022.2124595 |
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