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...

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Bibliographic Details
Main Authors: Fruehwirt, W, Hochfilzer, L, Weydemann, L, Roberts, S
Format: Journal article
Language:English
Published: Elsevier 2020