Cryptocurrency Volatility and its Correlation with Global Stock Markets
Diterbitkan: February 19, 2025
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Penulis
J
Jane Smith
Department of Computer Science, Stanford University
Abstrak
This paper examines the dynamic relationship between major cryptocurrencies and global stock market indices. Using a multivariate GARCH model, we analyze volatility spillovers and correlation patterns. The findings suggest that while cryptocurrencies were initially uncorrelated assets, they are increasingly moving in tandem with traditional financial markets during periods of economic instability.
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