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Media type:
E-Article
Title:
Bitcoin and stock markets: a revisit of relationship
Contributor:
Mohd Thas Thaker, Hassanudin;
Ah Mand, Abdollah
Published:
Emerald, 2021
Published in:
Journal of Derivatives and Quantitative Studies: 선물연구, 29 (2021) 3, Seite 234-256
Language:
English
DOI:
10.1108/jdqs-07-2020-0016
ISSN:
2713-6647;
1229-988X
Origination:
Footnote:
Description:
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.