Kumah, Seyram Pearl; Mensah, Jones Odei - In: Cogent economics & finance 10 (2022) 1, pp. 1-25
This study investigates the asymmetric shock transmission mechanisms between seven large cryptocurrencies and crude oil at different market conditions across time. Wavelet technique was used to decompose the daily return series of the assets into wavelet scales to capture trading horizons. We...