Does the introduction of US spot Bitcoin ETFs affect spot returns and volatility of major cryptocurrencies?
Vassilios Babalos, Elie Bouri, Rangan Gupta
| Year of publication: |
2025
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| Authors: | Babalos, Vassilios ; Bouri, Elie ; Gupta, Rangan |
| Published in: |
The quarterly review of economics and finance. - Amsterdam [u.a.] : Elsevier Science, ISSN 1878-4259, ZDB-ID 2002261-X. - Vol. 102.2025, Art.-No. 102006, p. 1-10
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| Subject: | Cryptocurrency spot returns and volatility | Event study | GARCH-X models | SEC approval | US spot Bitcoin ETF introduction | Volatilität | Volatility | Virtuelle Währung | Virtual currency | Indexderivat | Index derivative | USA | United States | Kapitaleinkommen | Capital income | ARCH-Modell | ARCH model | Spotmarkt | Spot market | Ereignisstudie | Börsenkurs | Share price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.qref.2025.102006 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015434140