A comparative analysis of the volatility nature of cryptocurrency and JSE market

A comparative analysis of the volatility nature of cryptocurrency and JSE market

Despite the rapid growth of developing markets, aided by globalization, comparative studies of cryptocurrency and stock market volatility have focused on the developed markets and neglected developing ones. In this regard, this study compares cryptocurrency volatility with that of the Johannesburg S...

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Bibliographic Details
Main Authors: Forbes Kaseke, Shaun Ramroop, Henry Mwambi
Format: Article
Language:English
Published: LLC "CPC "Business Perspectives" 2022-10-01
Series:Investment Management & Financial Innovations
Subjects:
asymmetry
Bitcoin
cryptocurrency
persistence
structural breaks
volatility
Online Access:https://www.businessperspectives.org/images/pdf/applications/publishing/templates/article/assets/17177/IMFI_2022_04_Kaseke.pdf

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