Alamaren, Amro Saleem; Gökmenoglu, Korhan K.; … - In: Financial innovation : FIN 10 (2024), pp. 1-37
This study investigates volatility spillovers and network connectedness among four cryptocurrencies (Bitcoin, Ethereum …(2):271-296 2018). Our analysis shows the COVID-19 pandemic amplifed volatility spillovers, thereby intensifying the impact of fnancial …-term volatility spillovers outweigh medium and long-term spillovers, and that investors should be more concerned about short term …