expected. There is some evidence of cointegration on volatility grounds between cryptocurrencies and emerging stock market …This paper investigated the relationship between cryptocurrencies and emerging stock market indices using fractional … integration and co-integration technique. Particularly, fractional integration is applied to examine stochastic properties of …

This paper applies fractional integration and cointegration methods to examine respectively the univariate properties … 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 …