Multifractal Cross-Correlations of Dirty and Clean Cryptocurrencies with main financial indices
Date Issued
2025-06
Author(s) USM
DOI
10.1016/j.physa.2025.130541
Abstract
We investigate the long-range cross-correlation and cross-multifractality between the dirty and clean cryptocurrencies and the major financial assets: the Dow Jones Index (DJI), the Euro-Dollar exchange rate (EURUSD), and Gold. The analysis shows a high l
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