Bitcoin and stock markets: a revisit of relationship
Hassanudin Mohd Thas Thaker, Abdollah Ah Mand
Abstract
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.
Topics & Concepts
Volatility (finance)Stock (firearms)Equity (law)Financial economicsEconomicsMonetary economicsEconometricsBusinessEngineeringMechanical engineeringPolitical scienceLawBlockchain Technology Applications and SecurityMarket Dynamics and VolatilityComplex Systems and Time Series Analysis