Co-Movement of Digital Currencies and Asian Stock Indexes: A Wavelets Based Multiresolution Analysis

نویسندگان

چکیده

The paper examines the co-movement relationship between Cryptocurrency and Asian major indices through Wavelet Coherence multiresolution technique Granger causality for result robustness. data of Singapore Japan stock market was used from January 2018 to December 2022, outcome our study shows great co-relationship in movement two listed equity Cryptocurrencies investments. Moreover, that found be more positively correlated with existing cryptocurrencies comparison market.

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ژورنال

عنوان ژورنال: iRASD journal of economics

سال: 2023

ISSN: ['2709-6742', '2709-6734']

DOI: https://doi.org/10.52131/joe.2023.0502.0142