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