A study of the impact of cryptocurrency price volatility on the stock and gold markets

IF 7.4 2区经济学 Q1 BUSINESS, FINANCE

Finance Research Letters Pub Date : 2024-09-14 DOI:10.1016/j.frl.2024.106114

引用次数: 0

Abstract

This paper selects data from January 18, 2018, to May 6, 2024, as a sample to study the impact of cryptocurrency price volatility on the stock and gold markets. The empirical study finds that the price volatility of the cryptocurrency market causes the price of the stock market to fluctuate in the same direction, and the price volatility of the cryptocurrency market causes the price of the gold market to fluctuate in the opposite direction.

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加密货币价格波动对股票和黄金市场影响的研究

本文选取2018年1月18日至2024年5月6日的数据作为样本，研究加密货币价格波动对股票市场和黄金市场的影响。实证研究发现，加密货币市场价格波动导致股票市场价格同向波动，加密货币市场价格波动导致黄金市场价格反向波动。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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来源期刊

Finance Research Letters BUSINESS, FINANCE-

CiteScore

11.10

自引率

14.40%

发文量

863

期刊介绍： Finance Research Letters welcomes submissions across all areas of finance, aiming for rapid publication of significant new findings. The journal particularly encourages papers that provide insight into the replicability of established results, examine the cross-national applicability of previous findings, challenge existing methodologies, or demonstrate methodological contingencies. Papers are invited in the following areas: Actuarial studies Alternative investments Asset Pricing Bankruptcy and liquidation Banks and other Depository Institutions Behavioral and experimental finance Bibliometric and Scientometric studies of finance Capital budgeting and corporate investment Capital markets and accounting Capital structure and payout policy Commodities Contagion, crises and interdependence Corporate governance Credit and fixed income markets and instruments Derivatives Emerging markets Energy Finance and Energy Markets Financial Econometrics Financial History Financial intermediation and money markets Financial markets and marketplaces Financial Mathematics and Econophysics Financial Regulation and Law Forecasting Frontier market studies International Finance Market efficiency, event studies Mergers, acquisitions and the market for corporate control Micro Finance Institutions Microstructure Non-bank Financial Institutions Personal Finance Portfolio choice and investing Real estate finance and investing Risk SME, Family and Entrepreneurial Finance