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Bitcoin and stock markets : a revisit of relationship

Hassanudin Mohd Thas Thaker; Abdollah Ah Mand - In: Journal of derivatives and quantitative studies 29 (2021) 3, pp. 234-256

The volatility of bitcoin (BTC) and time horizon is the center point for investment decisions. However, attention is not often drawn to the relationship between BTC and equity indices. Thus, the purpose of this paper is to investigate the volatility and time frequency domain of BTC with stock...

Persistent link: https://www.econbiz.de/10012658734

Safe flight to which haven when Russia invades Ukraine? : a 48-hour story

Azhar Mohamad - In: Economics letters 216 (2022), pp. 1-7

Persistent link: https://www.econbiz.de/10013448325

Lead-Lag relationship between Bitcoin and Ethereum : evidence from hourly and daily data

Imtiaz Mohammad Sifat; Azhar Mohamad; Mohamed Shariff, … - In: Research in international business and finance 50 (2019), pp. 306-321

Persistent link: https://www.econbiz.de/10012177672

Do birds of a feather flock together? : evidence from time-varying herding behaviour of bitcoin and foreign exchange majors during Covid-19

Azhar Mohamad; Stavroyiannis, Stavros - In: Journal of international financial markets, … 80 (2022), pp. 1-26

Persistent link: https://www.econbiz.de/10013533224

Price discovery in bitcoin spot or futures during the Covid-19 pandemic? : Evidence from the time-varying parameter vector autoregressive model with stochastic volatility

Azhar Mohamad; Inani, Sarveshwar Kumar - In: Applied economics letters 30 (2023) 19, pp. 2749-2757

Persistent link: https://www.econbiz.de/10014368575