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RePEcCrypto & DeFi

Asymmetric Volatility in Crypto Currency and Stock Market

Research shows a cointegration between major cryptocurrencies and Indian stock market indices, with cryptocurrencies reacting to stock market shocks.

Featured in No. 83 on 23 Jan 2025 ·

Released
14 Nov 2024
First featured
No. 83 · 23 Jan 2025
Published in
Not yet, as far as Semantic Scholar knows
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Identifier
RePEc:rfb:journl:v:16:y:2024:i:1:p:7-19

Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).

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