Cryptocurrency Volatility and its Correlation with Global Stock Markets
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Jane Smith
Department of Computer Science, Stanford University
Detail & Metrik
Diterbitkan
19 Februari 2025
Edisi
Vol 1, No 1 (2025)
Halaman
21-25
Seksi
Articles
Total Tampilan
20
Unduhan PDF
12
"
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.
Kata Kunci
Cryptocurrency
Bitcoin
Finance
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