Abstract
The volatility of bitcoin (BTC) and time horizon is the center point for investment decisions. However, attention is not often drawn to the relationship between BTC and equity indices. Thus, the purpose of this paper is to investigate the volatility and time frequency domain of BTC with stock markets.
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CITATION STYLE
APA
Mohd Thas Thaker, H., & Ah Mand, A. (2021). Bitcoin and stock markets: a revisit of relationship. Journal of Derivatives and Quantitative Studies, 29(3), 234–256. https://doi.org/10.1108/JDQS-07-2020-0016
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