Cryptocurrency implied volatility as a driver of the interlinkages across cryptocurrencies’ returns: A wavelet analysis (Record no. 532826)
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| fixed length control field | 01472nam a22001337a 4500 |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
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| 100 ## - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Dangi, Vandana |
| 245 ## - TITLE STATEMENT | |
| Title | Cryptocurrency implied volatility as a driver of the interlinkages across cryptocurrencies’ returns: A wavelet analysis |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) | |
| Place of publication, distribution, etc | Vikalpa: The Journal for Decision Makers |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | 50(4), Oct-Dec, 2025: p.322-350 |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc | Among the plethora of literature on interlinkages in markets, more focus has been on peripheral factors. This study attempts to fill this gap by exploring volatility as driver for interlinkages between Bitcoin, Ethereum, Tether, USD-Coin, Binance Coin (BNB), and the crypto-volatility-index (CVI) from April 2019 to August 2022. Using various wavelet techniques, the study depicts significant interlinkages across short-term, medium-term, and long-term horizons, with relatively stronger interlinkages in the long term. The findings confirm that while CVI does not drive these interlinkages, Ethereum, Bitcoin, and CVI play dominant roles in the short, interim, and medium-term periods, respectively, offering new insights into the dynamism of cryptocurrency markets.-Reproduced https://journals.sagepub.com/doi/full/10.1177/02560909251357062?_gl=1*1xugvgs*_up*MQ..*_ga*MTk2NTMzOTAwMi4xNzczOTg2NDE0*_ga_60R758KFDG*czE3NzM5ODY0MTQkbzEkZzEkdDE3NzM5ODY4NTAkajYwJGwwJGgyMDc5MjE3NzA4 |
| 773 ## - HOST ITEM ENTRY | |
| Main entry heading | Vikalpa: The Journal for Decision Makers |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Item type | Articles |
| Withdrawn status | Lost status | Source of classification or shelving scheme | Damaged status | Not for loan | Permanent location | Current location | Date acquired | Serial Enumeration / chronology | Barcode | Date last seen | Koha item type |
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| Indian Institute of Public Administration | Indian Institute of Public Administration | 2026-03-20 | 50(4), Oct-Dec, 2025: p.322-350 | AR138344 | 2026-03-20 | Articles |