"pump-and-dump schemes" in the crypto markets. To do that, we estimate the volatility spillovers from Bitcoin to altcoin and …This article examines the asymmetric volatility spillover effects between Bitcoin and alternative coin markets at the … the cryptos' own risk spillovers during bull and bear markets. The spillover results from Bitcoin to altcoin provide mixed …

statistically significant for both periods, as shown by the findings of the return and volatility spillovers between the returns of …This paper applies the multivariate GARCH models to investigate the role of Bitcoin as a hedge and safe haven for ASEAN … COVID-19 pandemic. The empirical findings provide compelling evidence of cross-market shock and volatility transmission …

. Bitcoin contributes only 2.55% to the connectedness, while the wheat volatility index accounts for 12.51% of the total …This paper examines the connectedness between Bitcoin and commodity volatilities, including oil, wheat, and corn … that the connectedness is 23.49%, indicating a low level of connection between Bitcoin and the commodity volatilities …

This paper examines mean and volatility spillovers between three major cryptocurrencies (Bitcoin, Litecoin and Ethereum … account, Bitcoin appearing to be the dominant one. Further, Wald tests for parameter shifts during episodes of turbulence … resulting from cyber attacks provide evidence that the latter affect the transmission mechanism between cryptocurrency returns …

This paper provides a systematic survey on return and volatility spillovers of cryptocurrencies based on the empirical …. Ethereum, Litecoin, and Ripple present the most significant interlinkages with Bitcoin. Return spillovers are more pronounced … but volatility spillovers often present a bi-directional character. Volatility shock transmission is detected among …

realized jump variation can describe the volatility behavior and capture the jump risk dynamics in Bitcoin and its options. …In the FinTech era, we contribute to the literature by studying the pricing of Bitcoin options, which is timely and … important given that both Nasdaq and the CME Group have started to launch a variety of Bitcoin derivatives. We fnd pricing …

, EURO, Japan, and the UK) and the leading cryptocurrency, the Bitcoin. Results of the static analysis show that the level …), exchange rates, and the historical volatility of the exchange rates of the main safe-haven fiat currencies (Canada, Switzerland … and slope of the yield curve are net transmitters of shocks to both the exchange rate and its volatility. The exchange …