Lead-Lag relationship between Bitcoin and Ethereum : evidence from hourly and daily data
Imtiaz Mohammad Sifat, Azhar Mohamad, Mohammad Syazwan Bin Mohamed Shariff
| Year of publication: |
2019
|
|---|---|
| Authors: | Sifat, Imtiaz ; Mohamad, Azhar ; 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 Zahlungsmittel | Electronic payment | Volatilität | Volatility | Virtuelle Währung | Virtual currency |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ribaf.2019.06.012 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012177672