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...
Na minha lista:
| Principais autores: | , , |
|---|---|
| Formato: | Artigo |
| Idioma: | Inglês |
| Publicado em: |
Taylor & Francis Group
2022-12-01
|
| coleção: | Cogent Business & Management |
| Assuntos: | |
| Acesso em linha: | https://www.tandfonline.com/doi/10.1080/23311975.2022.2124595 |
| Tags: |
Sem tags, seja o primeiro a adicionar uma tag!
|