transmission with short-, medium-, and long-term dynamics. We find that after the possibility of a penalty is first announced to …

dynamics of a representative set of eight major crypto assets. Methodologically, we decompose the measured volatility into … distinct dynamics associated with market booms and downturns. The results suggest that crypto connectedness reflects important … events and exhibits more variable and cyclical dynamics than those of traditional financial markets. Periods of extremely …

The pricing dynamics of oil-based commodities are frequently influenced by reported events. Our analysis spans almost …