We find that the Digital Assets Bitcoin and Ethereum show variable correlation of return coefficients with traditional assets, but these increased sharply with risk-on assets, like equities, after the ...

The ongoing battle between the U.S. Securities and Exchange Commission and prospective issuers of bitcoin (BTC) spot ETFs is dominating current crypto headlines. An approved bitcoin ETF would increase ...

In the midst of some difficult months for the international stock markets, cryptocurrencies have almost recovered to their all-time highs. It is interesting that this recovery happened in absence of ...

As global financial markets become increasingly interconnected, accurately modelling correlations between assets is essential. Traditional models often assume static correlations, which fail to ...

"Correlation doesn't imply causation, but it does waggle its eyebrows suggestively and gesture furtively while mouthing 'look over there.'" Randall Munroe, Science & Math Cartoonist Chances are when ...

Similarities drawn between the stock market and Bitcoin may only be correlated by fear and hype. Furthermore, interest rates are rising and there is a belief that inflation may be on its way back.

Many investors hold Bitcoin (BTC) as a hedge against the global financial system. However, as the numbers show, Bitcoin has not been spared from the recent COVID-19 financial crisis. This article will ...

In practice, investors look at these correlations at a higher level – between markets, geographies and factors. To this end, ...