Inflation and cryptocurrencies revisited: A time-scale analysis
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DOI: 10.1016/j.econlet.2021.109996
Abstract: Abstract This letter revisits the time-series relation between cryptocurrency prices and forward inflation expectations. Using wavelet time-scale techniques, a positive link between cryptocurrencies and forward inflation rates is identified, focused on a brief period surrounding… read more here.
Keywords: time; time scale; inflation cryptocurrencies; inflation expectations ... See more keywords