Bouri, Elie; Salisu, Afees A.; Gupta, Rangan - In: Financial innovation : FIN 9 (2023) 1, pp. 1-22
relationship between Bitcoin and US stock markets. It is also motivated by a lack of empirical studies on whether Bitcoin prices … assess Bitcoin prices' ability to predict the volatility of US composite and sectoral stock indices using both in-sample and …. The findings show that Bitcoin prices have significant predictive power for US stock volatility, with an inverse …