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A study of the impact of cryptocurrency price volatility on the stock and gold markets

Author

Listed:
  • Zhang, Xiangyu
  • Chen, Zhuming
  • Wang, Shengyu

Abstract

This paper selects data from January 18, 2018, to May 6, 2024, as a sample to study the impact of cryptocurrency price volatility on the stock and gold markets. The empirical study finds that the price volatility of the cryptocurrency market causes the price of the stock market to fluctuate in the same direction, and the price volatility of the cryptocurrency market causes the price of the gold market to fluctuate in the opposite direction.

Suggested Citation

  • Zhang, Xiangyu & Chen, Zhuming & Wang, Shengyu, 2024. "A study of the impact of cryptocurrency price volatility on the stock and gold markets," Finance Research Letters, Elsevier, vol. 69(PA).
    • Handle: RePEc:eee:finlet:v:69:y:2024:i:pa:s1544612324011437
    DOI: 10.1016/j.frl.2024.106114
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