Financial Markets Effect on Cryptocurrency Volatility: Pre- and Post-Future Exchanges Collapse Period in USA and Japan

International Journal of Financial Studies, Journal Year: 2025, Volume and Issue: 13(1), P. 24 - 24

Published: Feb. 11, 2025

This study is the first to scientifically investigate stock indices and currency exchanges that affect crypto price volatility pre post FTX (Future Exchanges) collapse event. Weekly series from 1 January 2020 31 December 2024 were utilized for analysis. The ARDL model suggests positive symmetric short- long-term effects of USA on Bitcoin Ethereum prices (p < 0.10), while Japanese have negative 0.10). global index MSCI has no effect. asymmetric approach NARDL 0.05). research helps exchange brokers traders diversify their holdings, reduce risk, accurately predict variations.

Language: Английский

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Multifractal Cross-Correlations of Dirty and Clean Cryptocurrencies with main financial indices

Physica A Statistical Mechanics and its Applications, Journal Year: 2025, Volume and Issue: unknown, P. 130541 - 130541

Published: April 1, 2025

Language: Английский

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The Role of Whale Investors in the Bitcoin Market

Research in International Business and Finance, Journal Year: 2025, Volume and Issue: unknown, P. 103008 - 103008

Published: May 1, 2025

Language: Английский

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A Hybrid Deep Learning Model for Cryptocurrency Returns Forecasting: Comparison of the Performance of Financial Markets and Impact of External Variables

Research in International Business and Finance, Journal Year: 2024, Volume and Issue: unknown, P. 102575 - 102575

Published: Sept. 1, 2024

Language: Английский

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