SSRNCrypto & DeFi
Reassessing Bitcoin’s Role under ETF-Driven Institutionalization: A Time-Frequency Connectedness Analysis
The research shows that after U.S. Bitcoin ETF approval in January 2024, return and volatility linkages between Bitcoin and equities strengthened substantially, with volatility spillovers becoming markedly asymmetric from stocks to crypto.
Featured in No. 134 on 9 Oct 2026 · 4 days after release
- Released
- 5 Oct 2026
- First featured
- No. 134 · 9 Oct 2026
- Published in
- Not yet, as far as Semantic Scholar knows
- Fanfare
- 3 of 5
- Identifier
- SSRN 7566372
- Authors
- Yat Ming Eddie Lam
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).