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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...
| Autores principales: | , , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Springer Berlin Heidelberg
2023
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| Materias: | |
| 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 |