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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Bibliographic Details
Published in:	Financial Innovation
Main Authors:	Anoop S Kumar, Taufeeq Ajaz
Format:	Article
Language:	English
Published:	SpringerOpen 2019-07-01
Subjects:	Bitcoin Co-movement Crypto-currencies Wavelets
Online Access:	http://link.springer.com/article/10.1186/s40854-019-0143-3

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