cryptocurrencies by market capitalization and COVID–19 news sentiment to capture cryptocurrency return and volatility dynamics. Results …

of the four main cryptocurrencies in terms of market capitalization (BTC, ETH, USDT, BNB) and of four US stock market … market efficiency in the case of the cryptocurrencies but not of the stock market indices considered. They also indicate that … cryptocurrencies can be a useful tool for investors to diversify and hedge when required in the case of the US markets. …

This paper investigates the co-movement between cryptocurrencies and African stock returns to uncover their degree of … stock markets using cryptocurrencies may have to look at the short term. The phase difference arrow vectors implying lead …

This paper investigates the volatility spillover dynamics between U.S. Bitcoin and financial markets from July 19, 2010 … varying dynamics of volatility spillover among U.S. Bitcoin and financial markets. The findings of the study indicate the … presence of low level of integration and contagion between U.S. Bitcoin and financial markets. Asymmetric nature of volatility …

This research examines the behaviour of cryptocurrencies and stock markets during the COVID-19 pandemic through the … both cryptocurrency and stock prices fell steeply. Despite this turn-down, cryptocurrencies promptly rebounded, while stock …

Using wavelet coherence framework on five major cryptocurrencies and three major stock market indices over the COVID-19 … all the cryptocurrencies, while liquidities of Nikkei 225 and NYSE indices very weakly or not at all co-move with the … sampled cryptocurrencies over most of our sample period. Our findings show that SSEC index liquidity positively co-moves with …

The COVID-19 pandemic has challenged the notion that cryptocurrencies are uncorrelated with traditional asset markets …. This study uses VAR-OLS techniques to investigate the time-varying correlation between Bitcoin and three major European … stock market indices from January 4, 2016, to February 26, 2021. Our results show that cryptocurrencies and stock markets …

The volatility of bitcoin (BTC) and time horizon is the center point for investment decisions. However, attention is …

epiphenomenon. We also document evidence of price co-explosivity among meme stocks themselves and cryptocurrencies and meme stocks …. Given the historical low correlation between the stock market and cryptocurrencies, our results highlight the impact of …