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 ...

Understanding the correlation between various asset classes is crucial for investors aiming to build a diversified investment portfolio. Correlation measures the statistical relationship between the ...

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

All of the asset classes (excluding bonds and gold) were closely correlated. Short term bonds have exhibited a negative correlation to almost all the other asset classes. Since the market has ...

Gold–BTC correlation drops 20% one week after hitting all-time high of 68%, correlation metrics are often misleading for investors. Both gold and Bitcoin are having a phenomenal year in terms of ...

Some news sources have been fond of comparing Bitcoin (BTC) price action and other assets. In particular, the two most commonly compared asset classes are gold and tech stocks. While a correlation ...