the volatility of the rate of change series displays more than two standard deviations on the date of reversal … crucial. Such timely identification of the major reversals is also important for the hedging applications since a major issue … in the practical implementation of the stock index futures as a hedging instrument is the correct timing of derivatives …

Since January 2020, we have been experiencing times of uncertainty and volatility. This study aims to analyze the … behavior of cryptocurrencies during periods of volatility and whether they can be considered safe-haven assets. To measure … volatility, we utilize the VIX and estimate linear regression models between both variables. The results obtained, using the five …