Is Bitcoin a Relevant Predictor of Standard & Poor’s 500?
Current Language EN
English English Türkçe Türkçe Español Español Português Português Pусский Pусский Filipino Filipino Tiếng Việt Tiếng Việt हिन्दी हिन्दी العربية العربية বাংলা বাংলা Deutsch Deutsch 中文 中文

Is Bitcoin a Relevant Predictor of Standard & Poor’s 500?

Muglia, Camilla;Santabarbara, Luca;Grassi, Stefano;
journal of risk and financial management 2019 Vol. 12 pp. 93-
110
muglia2019isjournal

Abstract

The paper investigates whether Bitcoin is a good predictor of the Standard & Poor’s 500 Index. To answer this question we compare alternative models using a point and density forecast relying on Dynamic Model Averaging (DMA) and Dynamic Model Selection (DMS). According to our results, Bitcoin does not show any direct impact on the predictability of Standard & Poor’s 500 for the considered sample.

Keywords

Medicine (General) Science economics as a science finance economic theory. demography computer engineering. computer hardware electronic computers. computer science risk in industry. risk management international relations

Access

URL:
https://www.mdpi.com/1911-8074/12/2/93

Citation

ID: 171566
Ref Key: muglia2019isjournal
Use this key to autocite in SciMatic or Thesis Manager

References

References

No Bibliography

Blockchain Verification

Account:
NFT Contract Address:
0x95644003c57E6F55A65596E3D9Eac6813e3566dA
Article ID:
171566
Unique Identifier:
Network:
Scimatic Chain (ID: 481)
Blockchain Readiness Checklist
Authors
Abstract
Journal Name
Year
Title
5/5
Creates 1,000,000 NFT tokens for this article
Token Features:
  • ERC-1155 Standard NFT
  • 1 Million Supply per Article
  • Transferable via MetaMask
  • Permanent Blockchain Record
Blockchain QR Code
Scan with Saymatik Web3.0 Wallet
Gas fees required in SCI Coins
Buy SCI

Saymatik Web3.0 Wallet

Google Play
App Store