Bouri, Elie; Salisu, Afees A.; Gupta, Rangan - In: Financial innovation : FIN 9 (2023) 1, pp. 1-22
assess Bitcoin prices' ability to predict the volatility of US composite and sectoral stock indices using both in-sample and …. The findings show that Bitcoin prices have significant predictive power for US stock volatility, with an inverse … relationship between Bitcoin prices and stock sector volatility. Regardless of the stock sectors or number of forecast horizons …