Cryptocurrencies and equity funds: Evidence from an asymmetric multifractal analysis
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DOI: 10.1016/j.physa.2019.123711
Abstract: Abstract We study the asymmetric multifractality between five main cryptocurrencies (Bitcoin, Litecoin, Ripple, Monero, and Dash) and six equity ETFs from February 2, 2015 to April 30, 2019. The equity ETFs selected relate to emerging… read more here.
Keywords: equity; evidence asymmetric; analysis; cryptocurrencies equity ... See more keywords