000			01472nam a22001337a 4500
999			_c532826 _d532826
008			260320b ||||| |||| 00| 0 eng d
100			_aDangi, Vandana _959811
245			_aCryptocurrency implied volatility as a driver of the interlinkages across cryptocurrencies’ returns: A wavelet analysis
260			_aVikalpa: The Journal for Decision Makers
300			_a50(4), Oct-Dec, 2025: p.322-350
520			_aAmong 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			_aVikalpa: The Journal for Decision Makers
942			_cAR