The predictive power of Bitcoin prices for the realized volatility of US stock sector returns

This paper is motivated by Bitcoin’s rapid ascension into mainstream finance and recent evidence of a strong relationship between Bitcoin and US stock markets. It is also motivated by a lack of empirical studies on whether Bitcoin prices contain useful information for the volatility of US stock retu...

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Detalles Bibliográficos
Autores principales: Bouri, Elie, Salisu, Afees A., Gupta, Rangan
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Springer Berlin Heidelberg 2023
Materias:
Research
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9986043/
https://www.ncbi.nlm.nih.gov/pubmed/36911098
http://dx.doi.org/10.1186/s40854-023-00464-8

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9986043/
https://www.ncbi.nlm.nih.gov/pubmed/36911098
http://dx.doi.org/10.1186/s40854-023-00464-8

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