Table 4

Variables pairs (y1, y2) for which the dynamic correlation is computed

PairsDescription
(BTC, S&P 500)Bitcoin and S&P 500 Index
(BTC, NASDAQ)Bitcoin and NASDAQ Index
(BTC, VIX)Bitcoin and CBOE Volatility Index (VIX)
(BTC, WTI)Bitcoin and Crude Oil WTI Futures
Source(s): Authors’ own work

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