---
title: Cryptocurrencies in Stock Markets
url: https://www.ml-quant.com/papers/repec/taf-macfem-v-17-y-2024-i-1-p-110-135/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: RePEc:taf:macfem:v:17:y:2024:i:1:p:110-135
source_url: https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fhdl.handle.net%2F10.1080%2F17520843.2023.2211380%3Bh%3Drepec%3Ataf%3Amacfem%3Av%3A17%3Ay%3A2024%3Ai%3A1%3Ap%3A110-135
featured: 2024-03-20
citations: unknown
topic: Crypto & DeFi
---


# Cryptocurrencies in Stock Markets

High volatility persistence is found in stock and cryptocurrency markets, with Tether being the most effective diversifier during market turmoil.

- Source: https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fhdl.handle.net%2F10.1080%2F17520843.2023.2211380%3Bh%3Drepec%3Ataf%3Amacfem%3Av%3A17%3Ay%3A2024%3Ai%3A1%3Ap%3A110-135
- Identifier: RePEc:taf:macfem:v:17:y:2024:i:1:p:110-135
- Released: 2024-03-20
- First featured: Quant Letter No. 41 (2024-03-20): https://www.ml-quant.com/issues/2024-03-20/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Crypto & DeFi

## Related

- [Factors Influencing Cryptocurrency Prices: Evidence from Bitcoin, Ethereum, Dash, Litcoin, and Monero](https://www.ml-quant.com/papers/arxiv/2511.22782/): The study examines the price factors influencing five major cryptocurrencies from 2010-2018, highlighting the roles of market conditions, long-term appeal, and the SP500 index.
- [Is bitcoin an inflation hedge?](https://www.ml-quant.com/papers/ssrn/4763347/): Research suggests that Bitcoin's returns significantly increase after a positive inflation shock, indicating its potential as an inflation hedge.
- [Hydrodynamics of Markets](https://www.ml-quant.com/papers/arxiv/2403.09761/): The study uses Kelvin waves and advanced math to link physics and financial engineering, aiming to solve complex problems like hedging losses in cryptocurrency trading.
- [Cointegrated Portfolios and Volatility modeling in the Cryptocurrency Market](https://www.ml-quant.com/papers/ssrn/4756389/): The study finds a correlation between cryptocurrency market volatility and trading spread, suggesting portfolios based on the Johansen procedure yield the highest returns.
- [Crypto inverse-power options and fractional stochastic volatility](https://www.ml-quant.com/papers/arxiv/2403.16006/): A new model using fractional stochastic volatility helps manage cryptocurrency exchange rate risk, highlighting the need for price and volatility jumps in the crypto market.
- [Tax Policy Handbook for Crypto Assets](https://www.ml-quant.com/papers/arxiv/2403.15074/): The growth of blockchain technology and crypto assets presents regulatory and tax challenges, prompting discussions on crypto principles, tax issues, and policy responses.