Cumulation, crash, coherency: A cryptocurrency bubble wavelet analysis

Author:

Fruehwirt Wolfgang,Hochfilzer Leonhard,Weydemann Leonard,Roberts Stephen

Publisher

Elsevier BV

Subject

Finance

Reference51 articles.

1. Using wavelets to decompose the time–frequency effects of monetary policy;Aguiar-Conraria;Phys. A,2008

2. Heteroskedasticity and autocorrelation consistent covariant matrix estimation;Andrews;Econometrica,1991

3. Bergen, M., Katz, L.,. Bitcoin Drops to Month Low After Google Bans Crypto Advertisements. https://www.bloomberg.com/news/articles/2018-03-14/google-to-ban-cryptocurrency-initial-coin-offering-ads-in-june. Bloomberg.com, accessed: 2020-02-28.

4. Co-explosivity in the cryptocurrency market;Bouri;Finance Res. Lett.,2019

5. Herding behaviour in cryptocurrencies;Bouri;Finance Res. Lett.,2019

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