Kumah, Seyram Pearl; Odei-Mensah, Jones; Amanamah, … - In: Cogent Business & Management 9 (2022) 1, pp. 1-29
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...