Cryptocurrency Volatility and its Correlation with Global Stock Markets
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Jane Smith
Department of Computer Science, Stanford University
Details & Metrics
Published
19 February 2025
Issue
Vol 1, No 1 (2025)
Pages
21-25
Section
Articles
Total Views
3
PDF Downloads
2
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Abstract
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.
Keywords
Cryptocurrency
Bitcoin
Finance
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