This study examines dynamic linkage between stock indices (e.g. composite and sectoral indices on the Jakarta Stock Exchange) and Rupiah's exchange rate at three different time periods. Granger causality testing technique is used, based on VAR model id data have no integration relationship and...

This paper studies the behaviour of Bitcoin returns at different sample frequencies. We consider high frequency returns starting from tick-by-tick price changes traded at the Bitstamp and Coinbase exchanges. We find evidence of a smooth intra-daily seasonality pattern, and an abnormal trade- and...