Lead-Lag relationship between Bitcoin and Ethereum : evidence from hourly and daily data
Year of publication: |
2019
|
---|---|
Authors: | Imtiaz Mohammad Sifat ; Azhar Mohamad ; Mohamed Shariff, Mohammad Syazwan Bin |
Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 424514-3. - Vol. 50.2019, p. 306-321
|
Subject: | Bitcoin | Cryptocurrency | Ethereum | Lead-lag relationship | Wavelet coherence | Lag-Modell | Lag model | USA | United States | Elektronisches Geld | Electronic money | Volatilität | Volatility | Virtuelle Währung | Virtual currency |
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