We apply the GARCH-MIDAS framework to forecast the daily, weekly, and monthly volatility of five highly capitalized … quality, we determine the most important exogenous drivers of volatility in Cryptocurrency markets. We find that the Global … Global Real Economic Activity provides superior volatility predictions for both, bull and bear markets. In addition, the …

The authors examine the relation between price returns and volatility changes in the Bitcoin market using a daily … database denominated in various currencies. The results for the entire period provide no evidence of an asymmetric return-volatility … relation in the Bitcoin market. They test if there is a difference in the return-volatility relation before and after the price …

modelling volatility in the debatable cryptocurrency markets. …

the causal relation between trading volume and Bitcoin returns and volatility, over the whole of their respective … volatility of Bitcoin returns at any point of the conditional distribution …

resources affect the domestic inflation and stock market. Expectations on future volatility in these prices might lead to … changes in the expected (implied) volatility of the Indian stock market. Unlike prior studies, we use implied volatility … volatilities of gold and oil on the implied volatility of the Indian stock market. Interestingly, there is evidence of an inverse …