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Bitcoin and stock markets: a revisit of relationship
( Hassanudin Mohd Thas Thaker ),( Abdollah Ah Mand ) 한국파생상품학회 2021 선물연구 Vol.29 No.3
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.