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Cogent Economics & Finance Volume 10, 2022 - Issue 1
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GENERAL & APPLIED ECONOMICS

Does volatility in cryptocurrencies drive the interconnectedness between the cryptocurrencies market? Insights from wavelets

Samuel Kwaku Agyei1 Department of Finance, School of Business, University of Cape Coast, Cape Coast, GhanaORCID Iconhttps://orcid.org/0000-0002-8167-7747View further author information
ORCID Icon,
Anokye Mohammed Adam1 Department of Finance, School of Business, University of Cape Coast, Cape Coast, GhanaORCID Iconhttps://orcid.org/0000-0003-3830-1186View further author information
ORCID Icon,
Ahmed Bossman1 Department of Finance, School of Business, University of Cape Coast, Cape Coast, GhanaORCID Iconhttps://orcid.org/0000-0001-9539-0889View further author information
ORCID Icon,
Oliver Asiamah2 Laboratoire d’Analyse et de Prospective Economiques, Universite de Limoges, Limoges, FranceORCID Iconhttps://orcid.org/0000-0003-1304-4873View further author information
ORCID Icon,
Peterson Owusu Junior1 Department of Finance, School of Business, University of Cape Coast, Cape Coast, GhanaORCID Iconhttps://orcid.org/0000-0001-6253-5770View further author information
ORCID Icon,
Roberta Asafo-Adjei3 Department of Accounting and Finance, Business School, Kwame Nkrumah University of Science and Technology, Kumasi, GhanaORCID Iconhttps://orcid.org/0000-0001-8033-4542View further author information
ORCID Icon &
Emmanuel Asafo-Adjei1 Department of Finance, School of Business, University of Cape Coast, Cape Coast, GhanaCorrespondence[email protected]
ORCID Iconhttps://orcid.org/0000-0002-4449-6285View further author information
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Article: 2061682 | Received 01 Sep 2021, Accepted 19 Mar 2022, Published online: 18 Apr 2022

Citations (26)

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Randolph Nsor-Ambala & Emmanuel Asafo-Adjei. (2023) The government revenue – expenditure nexus in Ghana: A wavelet analysis. Cogent Economics & Finance 11:1.
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Collins Baffour Kyei, Emmanuel Asafo-Adjei, Peterson Owusu Junior, Anokye Mohammed Adam, Anthony Adu-Asare Idun & Justice K.G Agyenim Boateng. (2023) Nexus between commodities and banking sector financial soundness: The role of general macroeconomic setting in Ghana. Cogent Economics & Finance 11:1.
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Farah Naz, Madeeha Sayyed, Ramiz-Ur- Rehman, Muhammad Akram Naseem, Shamsul Nahar Abdullah & Muhammad Ishfaq Ahmad. (2023) Calendar anomalies and market volatility in selected cryptocurrencies. Cogent Business & Management 10:1.
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Articles from other publishers (23)

Yajie Yang, Longfeng Zhao, Yipin Zhu, Lin Chen, Gangjin Wang & Chao Wang. (2023) Spillovers from the Russia-Ukraine conflict. Research in International Business and Finance 66, pages 102006.
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Samuel Kwaku Agyei, Zaghum Umar, Ahmed Bossman & Tamara Teplova. (2023) Dynamic connectedness between global commodity sectors, news sentiment, and sub-Saharan African equities. Emerging Markets Review 56, pages 101049.
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Kingstone Nyakurukwa & Yudhvir Seetharam. (2023) Higher moment connectedness of cryptocurrencies: a time-frequency approach. Journal of Economics and Finance 47:3, pages 793-814.
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Rubaiyat Ahsan Bhuiyan, Afzol Husain & Changyong Zhang. (2023) Diversification evidence of bitcoin and gold from wavelet analysis. Financial Innovation 9:1.
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Samuel Kwaku Agyei, Ahmed Bossman, Joseph Kofi Obeng Benchie, Oliver Asiamah & Emmanuel Yaw Arhin. (2023) Time-Frequency Analysis of COVID-19 Shocks and Energy Commodities. Complexity 2023, pages 1-16.
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Zaghum Umar, Ahmed Bossman, Sun-Yong Choi & Xuan Vinh Vo. (2023) Are short stocks susceptible to geopolitical shocks? Time-Frequency evidence from the Russian-Ukrainian conflict. Finance Research Letters 52, pages 103388.
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Shafi Madhkar Alsubaie, Khaled H. Mahmoud, Emmanuel Asafo-Adjei & Ahmed Bossman. (2023) Time-Frequency Connectedness between Shariah Indices in a Systemic Crisis Era. Complexity 2023, pages 1-17.
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Samuel Kwaku Agyei. (2023) Emerging markets equities’ response to geopolitical risk: Time-frequency evidence from the Russian-Ukrainian conflict era. Heliyon 9:2, pages e13319.
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Samuel Kwaku Agyei & Ahmed Bossman. (2023) Investor sentiment and the interdependence structure of GIIPS stock market returns: A multiscale approach. Quantitative Finance and Economics 7:1, pages 87-116.
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Ahmed Bossman, Ştefan Cristian Gherghina, Emmanuel Asafo-Adjei, Anokye Mohammed Adam & Samuel Kwaku Agyei. (2022) EXPLORING THE ASYMMETRIC EFFECTS OF ECONOMIC POLICY UNCERTAINTY AND IMPLIED VOLATILITIES ON ENERGY FUTURES RETURNS: NOVEL INSIGHTS FROM QUANTILE-ON-QUANTILE REGRESSION. Journal of Business Economics and Management 23:6, pages 1351-1376.
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Peterson Owusu Junior, Samuel Kwaku Agyei, Anokye Mohammed Adam & Ahmed Bossman. (2022) Time-frequency connectedness between food commodities: New implications for portfolio diversification. Environmental Challenges 9, pages 100623.
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Ahmed Bossman, Zaghum Umar & Tamara Teplova. (2022) Modelling the asymmetric effect of COVID-19 on REIT returns: A quantile-on-quantile regression analysis. The Journal of Economic Asymmetries 26, pages e00257.
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Yaning Han. (2022) The Impact of Macro Regulatory on Cryptocurrency Fluctuation: Evidence from China and the US. BCP Business & Management 28, pages 248-255.
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Samuel Kwaku Agyei. (2022) Diversification Benefits between Stock Returns from Ghana and Jamaica: Insights from Time-Frequency and VMD-Based Asymmetric Quantile-on-Quantile Analysis. Mathematical Problems in Engineering 2022, pages 1-16.
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Ebenezer Boateng, Peterson Owusu Junior, Anokye M. Adam, Mac Jr. Abeka, Thobekile Qabhobho & Emmanuel Asafo-Adjei. (2022) Quantifying Information Flows among Developed and Emerging Equity Markets. Mathematical Problems in Engineering 2022, pages 1-19.
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Emmanuel Asafo-Adjei, Ahmed Bossman, Ebenezer Boateng, Peterson Owusu Junior, Anthony Adu-Asare Idun, Samuel K. Agyei & Anokye Mohammed Adam. (2022) A Nonlinear Approach to Quantifying Investor Fear in Stock Markets of BRIC. Mathematical Problems in Engineering 2022, pages 1-20.
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Emmanuel Asafo-Adjei, Anokye Mohammed Adam, Peterson Owusu Junior, Patrick Kwashie Akorsu & Clement Lamboi Arthur. (2022) A CEEMDAN-Based Entropy Approach Measuring Multiscale Information Flow between Macroeconomic Conditions and Stock Returns of BRICS. Complexity 2022, pages 1-24.
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Samuel Kwaku Agyei, Ahmed Bossman, Emmanuel Asafo−Adjei, Oliver Asiamah, Vincent Adela & Cornelius Adorm−Takyi. (2022) Exchange Rate, COVID-19, and Stock Returns in Africa: Insights from Time-Frequency Domain. Discrete Dynamics in Nature and Society 2022, pages 1-20.
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Shafi Madhkar Alsubaie, Khaled H. Mahmoud, Ahmed Bossman & Emmanuel Asafo-Adjei. (2022) Vulnerability of Sustainable Islamic Stock Returns to Implied Market Volatilities: An Asymmetric Approach. Discrete Dynamics in Nature and Society 2022, pages 1-22.
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Siaw Frimpong. (2022) On the Macroeconomic Conditions of West African Economies to External Uncertainty Shocks. Risks 10:7, pages 138.
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Ahmed Bossman & Samuel Kwaku Agyei. (2022) ICEEMDAN-Based Transfer Entropy between Global Commodity Classes and African Equities. Mathematical Problems in Engineering 2022, pages 1-28.
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Ahmed Bossman, Anokye Mohammed Adam, Peterson Owusu Junior & Samuel Kwaku Agyei. (2022) Assessing interdependence and contagion effects on the bond yield and stock returns nexus in Sub-Saharan Africa: Evidence from wavelet analysis. Scientific African 16, pages e01232.
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Emmanuel Assifuah-Nunoo, Peterson Owusu Junior, Anokye Mohammed Adam & Ahmed Bossman. (2022) Assessing the safe haven properties of oil in African stock markets amid the COVID-19 pandemic: a quantile regression analysis. Quantitative Finance and Economics 6:2, pages 244-269.
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