Please use this identifier to cite or link to this item: https://hdl.handle.net/10419/337234 
Year of Publication: 
2021
Citation: 
[Journal:] Journal of Derivatives and Quantitative Studies: Seonmul yeon'gu (JDQS) [ISSN:] 2713-6647 [Volume:] 29 [Issue:] 3 [Year:] 2021 [Pages:] 234-256
Publisher: 
Emerald, Leeds
Abstract: 
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 markets.
Subjects: 
Bitcoin
Cryptocurrency
Equity market
JEL: 
G12
G14
Persistent Identifier of the first edition: 
Creative Commons License: 
cc-by Logo
Document Type: 
Article

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