extent of the volatility contagion from the Bitcoin market to traditional markets, focusing on gold and six major stock … Bitcoin and those markets. Our results indicate long-term volatility contagion between Bitcoin and gold and short … suggest a risk of uncontrollable threats from Bitcoin volatility and highlight the need for measures to prevent infection …

The study investigates the effects of stock market volatility and cybercrime on cryptocurrency returns in the South … African economy. Daily time series data on four different types of cryptocurrencies (Bitcoin, Ethereum, Tether, and BMB) were …. Empirical findings suggest that stock market volatility has a positive impact on the returns of BNB, Bitcoin, and Ethereum …

between cryptocurrencies prices and stock indices. Surprisingly, a different picture emerges on using conditional volatility … expected. There is some evidence of cointegration on volatility grounds between cryptocurrencies and emerging stock market …This paper investigated the relationship between cryptocurrencies and emerging stock market indices using fractional …

This paper investigates how cryptocurrencies relate to concepts such as bubbles, Ponzi-schemes and digital gold in a … aggregate. The net investment inflows required to sustain a bubble equilibrium are smaller for cryptocurrencies with less new … issuance, a lower level of transactional demand and higher growth in transactional demand. Cryptocurrencies with negative …