Crypto-currency: Empirical evidence from GSADF and wavelet coherence techniques

This study is targeted towards the explosive behavior of crypto-currencies, namely Bitcoin, Etherium, Litecoin and Ripple by investigating the crypto-currencies bubbles and the causal link between Bitcoin and other three crypto-currencies prices, using GSADF and wavelet coherence tests. The study ai...

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Bibliographic Details
Main Authors: Dervis Kırıkkaleli, Ersin Cağlar, Kelvin Onyibor
Format: Article
Language:English
Published: Growing Science 2020-01-01
Series:Accounting
Subjects:
Online Access:http://www.growingscience.com/ac/Vol6/ac_2019_12.pdf