Kumar, Anoop S.; Ajaz, Taufeeq - In: Financial innovation : FIN 5 (2019) 33, pp. 1-17
We study the time varying co-movement patterns of the crypto-currency prices with the help of wavelet-based methods … Multiple Correlation for the given crypto-currency prices are estimated across different time-scales. From the results, it is … found that that the correlation follows an aperiodic cyclical nature, and the crypto-currency prices are driven by Bitcoin …