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

Xiangyu Zhang, Zhuming Chen and Shengyu Wang

Finance Research Letters, 2024, vol. 69, issue PA

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.

Keywords: Cryptocurrency; Price fluctuation; Stock market; Gold market (search for similar items in EconPapers)
Date: 2024
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Persistent link: https://EconPapers.repec.org/RePEc:eee:finlet:v:69:y:2024:i:pa:s1544612324011437

DOI: 10.1016/j.frl.2024.106114

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