Kumah, Seyram Pearl; Odei-Mensah, Jones - In: International Journal of Development Issues 21 (2021) 1, pp. 24-53
Purpose: The paper aims to examine the asymmetric response of three major altcoins to shocks in six African fiat currencies in a time-frequency space. Design/methodology/approach: Data are for the period 10th August 2015 to 2nd February 2019 at a daily frequency. The authors capture the time...