Cryptocurrency and Financial Stability: An Investigation into the Effects of Bitcoin ETFs
References
- Babalos, V., Bouri, E., & Gupta, R. (2024). Does the introduction of US spot Bitcoin ETFs affect spot returns and volatility of major cryptocurrencies.
- Bollerslev, T. (1986). Generalized autoregressive conditional heteroskedasticity. Journal of Econometrics, 31(3), 307-327.
- Bondarenko, N., & Soponar, P. (2024). Bitcoin ETF approval: Catalyst for crypto realization and augmented real-world utility.
- Choi, H., & Han, S. (2024). The influence of Bitcoin ETFs on diversified portfolios: A risk management perspective. Journal of Portfolio Management.
- Engle, R. F., & Kroner, K. F. (1995). Multivariate simultaneous generalized ARCH. Econometric Theory, 11(1), 122-150.
- Espel, T. J. (2024). Impact of US Bitcoin ETF introduction on BTC and ETH intraday regime seasonality.
- Kim, J., & Ahn, S. (2023). Bitcoin ETFs and asset allocation: A new frontier for institutional investors. Journal of Financial Economics.
- Lee, J., & Park, H. (2024). Bitcoin ETFs and emerging market volatility: A contagion effect? Emerging Markets Review.
- Mazur, M., & Polyzos, E. (2024). Spot Bitcoin ETF.
- Primiceri, G. E. (2005). Time varying structural vector autoregressions and monetary policy. The Review of Economic Studies, 72(3), 821-852.
- Smith, D., & Jones, A. (2024). Managing volatility: Advanced strategies for Bitcoin ETFs. Journal of Investment Strategies.
- Taylor, S. J. (2015). Asset price dynamics, volatility, and prediction. Princeton University Press.
- Wang, L., & Lee, C. (2024). Long-term impacts of Bitcoin ETFs on traditional portfolios: Risk and return perspectives. Global Finance Journal.
- Zhang, L., & Tan, X. (2024). The herding effect and Bitcoin ETFs: Behavioral finance perspectives. Journal of Behavioral Finance.
DOI: https://doi.org/10.2478/picbe-2025-0221 | Journal eISSN: 2558-9652
Language: English
Page range: 2873 - 2886
Published on: Jul 24, 2025
Published by: Bucharest University of Economic Studies
In partnership with: Paradigm Publishing Services
Publication frequency: 1 issue per year
Keywords:
Related subjects:
© 2025 Paul Cristian Donoiu, published by Bucharest University of Economic Studies
This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 License.