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...
| Published in: | Financial Innovation |
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| Main Authors: | , |
| Format: | Article |
| Language: | English |
| Published: |
SpringerOpen
2019-07-01
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| Subjects: | |
| Online Access: | http://link.springer.com/article/10.1186/s40854-019-0143-3 |