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

被引：0
|
作者：
Zhang, Xiangyu [1 ]
Chen, Zhuming [1 ]
Wang, Shengyu [2 ]
机构：
[1] Sun Yat Sen Univ, Sch Business, Guangzhou 510275, Peoples R China
[2] Univ Sydney, USYD Business Sch, Sydney, NSW 2006, Australia
来源：
FINANCE RESEARCH LETTERS | 2024年 / 69卷
基金：
中国国家自然科学基金;
关键词：
Cryptocurrency; Price fluctuation; Stock market; Gold market;
D O I：
10.1016/j.frl.2024.106114
中图分类号：
F8 [财政、金融];
学科分类号：
0202 ;
摘要：
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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页数：7
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