The predictive power of Bitcoin prices for the realized volatility of US stock sector returns

Elie Bouri, Afees A. Salisu, Rangan Gupta

Open source

DOI
10.1186/s40854-023-00464-8
Published
2023-03-06
Container
Financial Innovation
Publisher
Springer Science and Business Media LLC
Open access
unknown

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BibTeX

@article{allodium:10.1186/s40854-023-00464-8,
  title = {The predictive power of Bitcoin prices for the realized volatility of US stock sector returns},
  author = {Elie Bouri and Afees A. Salisu and Rangan Gupta},
  year = {2023},
  journal = {Financial Innovation},
  doi = {10.1186/s40854-023-00464-8},
  url = {https://doi.org/10.1186/s40854-023-00464-8}
}

RIS

TY  - JOUR
TI  - The predictive power of Bitcoin prices for the realized volatility of US stock sector returns
AU  - Elie Bouri
AU  - Afees A. Salisu
AU  - Rangan Gupta
PY  - 2023
JO  - Financial Innovation
DO  - 10.1186/s40854-023-00464-8
UR  - https://doi.org/10.1186/s40854-023-00464-8
ER  - 

APA

Bouri, E., Salisu, A. A., & Gupta, R. (2023). The predictive power of Bitcoin prices for the realized volatility of US stock sector returns. Financial Innovation. https://doi.org/10.1186/s40854-023-00464-8

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