On the multifractal cross-correlations and coupling coordination characteristics of Fintech, global technology and bitcoin markets

Xing Li and Hongxia Yu

Physica A: Statistical Mechanics and its Applications, 2025, vol. 671, issue C

Abstract: In this study, the multifractal cross-correlations characteristics and coupling coordination between Fintch, global technology, and bitcoin markets are investigated. The empirical results illustrate that the cross-correlations between returns of these markets are multifractal. The multifractal characteristics and multifractal causes analysis illustrated that the apparent and intrinsic multifractal cross-correlations between the return pairs of global technology and bitcoin markets present stronger features. The evolution analysis shows that the volatility of multifractal features between return pairs of Fintech and global technology markets is stronger. Most of the return pairs of these markets are at the level of coordination.

Keywords: Multifractal cross-correlations analysis; Multifractal causes analysis; Coupling coordination; Fintech markets; Global technology markets; Bitcoin markets (search for similar items in EconPapers)
Date: 2025
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Persistent link: https://EconPapers.repec.org/RePEc:eee:phsmap:v:671:y:2025:i:c:s0378437125002973

DOI: 10.1016/j.physa.2025.130645

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