Kumar, Anoop S.; Ajaz, Taufeeq - In: Financial Innovation 5 (2019) 1, pp. 1-17
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 using...