Pathairat Pastpipatkul; Htwe Ko - In: International Journal of Financial Studies : open … 13 (2025) 3, pp. 1-26
Amid the growing debate over how cryptocurrencies are reshaping global finance, this study explores the nexus between Bitcoin, Brent Crude Oil, Gold and the U.S. Dollar Index. We used a time-varying vector autoregressive (tvVAR) model to examine the connection among these four assets during the...