The Dynamic Relation between Bitcoin Volatility and Stock - EUDL

Bitcoin and Stock Market Correlation: Are They Really

Stock market x Bitcoin: Has volatility changed the

Bitcoin volatility behaves differently across

Bitcoin volatility behaves differently across time. With high volatility, Bitcoin can be used as a safe haven. In stable periods S&P500 returns, VIX returns, and sentiment

This paper aims to investigate the dynamic conditional volatility correlation between bitcoin and stock markets before and after the COVID-19 outbreak. Bitcoin data and stock market data are

The results of their investigation unveiled a positive correlation between Bitcoin and the US stock market, in contrast to the negative correlations that were detected in

Our empirical findings showed a

The nexus between the volatility of Bitcoin, gold, and American

Our empirical findings showed a substantial dynamic conditional correlation between Bitcoin, gold, and stock markets. In particular, we observed that Bitcoin offered better

Examining the Impact of Bitcoin Price Volatility on Stock Markets:

This paper examines the spillover

Bitcoin volatility, stock market and investor sentiment. Are they

Dynamic Cross‐Market Volatility Spillover - Wiley Online Library

This paper examines the spillover effect between bitcoin, gold, crude oil, and major stock markets by using the MSV model with dynamic correlation and Granger causality.