Cumulation, crash, coherency: a cryptocurrency bubble wavelet analysis
After its price peaked in 2017, Bitcoin lost almost half of its value in US Dollars within one month, which in turn is likely to have influenced the behaviour of market participants – many of who were lay investors. We hypothesize that after the peak, there was a structural change in the relationshi...
Main Authors: | , , , |
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Format: | Journal article |
Language: | English |
Published: |
Elsevier
2020
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