Bitcoin and stock markets: a revisit of relationship

Author: Hassanudin Mohd Thas Thaker and Abdollah Ah Mand
Publisher: Journal of Derivatives and Quantitative Studies: 선물연구,

ABOUT BOOK

The volatility of bitcoin (BTC) and time horizon is the center point for investment decisions. However, attention is not often drawn to the relationship between BTC and equity indices. Thus, the purpose of this paper is to investigate the volatility and time frequency domain of BTC with stock markets.

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