Financial Markets Effect on Cryptocurrency Volatility: Pre- and Post-Future Exchanges Collapse Period in USA and Japan

This study is the first to scientifically investigate stock indices and currency exchanges that affect crypto price volatility pre and post the FTX (Future Exchanges) collapse event. Weekly series from 1 January 2020 to 31 December 2024 were utilized for the analysis. The ARDL model suggests positiv...

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Bibliographic Details
Main Authors: Faizah Alsulami, Ali Raza
Format: Article
Language:English
Published: MDPI AG 2025-02-01
Series:International Journal of Financial Studies
Subjects:
Online Access:https://www.mdpi.com/2227-7072/13/1/24
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