The study investigates the effects of stock market volatility and cybercrime on cryptocurrency returns in the South … African economy. Daily time series data on four different types of cryptocurrencies (Bitcoin, Ethereum, Tether, and BMB) were …. Empirical findings suggest that stock market volatility has a positive impact on the returns of BNB, Bitcoin, and Ethereum …

employed to measure connectedness. Results show no significant spillover effects between the nascent market of cryptocurrencies … and other financial markets. We suggest that cryptocurrencies are real independent financial instruments that pose no …

This research examines the correlations between the return volatility of cryptocurrencies, global stock market indices …, and the spillover effects of the COVID-19 pandemic. For this purpose, we employed a two-stage multivariate volatility … and respond well to previous shocks. As a result, financial assets have low unconditional volatility and the lowest risk …

The market for cryptocurrencies has experienced extremely turbulent conditions in recent times, and we can clearly … points to identify both bull and bear phases in high-frequency markets for the three largest cryptocurrencies of Bitcoin …, Ethereum, and Litecoin. We also examine the market efficiency and liquidity of the selected cryptocurrencies during these …

found in asset returns distributions, and long-memory found in volatility. Multifractal scaling cannot be assumed, it should …

This paper provides a systematic survey on return and volatility spillovers of cryptocurrencies based on the empirical … but volatility spillovers often present a bi-directional character. Volatility shock transmission is detected among …

COVID-19 pandemic. The empirical findings provide compelling evidence of cross-market shock and volatility transmission … influence the volatility of stock returns, and the relationship also holds in reverse. All diagonal element estimations are … statistically significant for both periods, as shown by the findings of the return and volatility spillovers between the returns of …

In this paper, we shall compare the average volatility that characterises the main stablecoin design types with a view … the same degree. Our research is motivated by the lack of rigorous studies comparing volatility of different stablecoin … opted for a standard volatility measure, i.e., standard deviation of return rates, corrected it for autocorrelation, and …

This paper examines the behaviour of Bitcoin returns and those of several other cryptocurrencies in the pre and post … important variable for Bitcoin for all periods, whereas for the other cryptocurrencies there are other variables that seem more … that search intensity increases the volatility of Bitcoin returns more in the post period than it does in the pre period …

normality of the portfolio returns leads to the underestimation of portfolio risk. Cryptocurrencies are a decentralized digital … reveal a very high excess kurtosis and skewness for returns of cryptocurrencies. In order to incorporate larger skewness and … kurtosis of the cryptocurrencies, a data-driven portfolio risk measure is minimized to obtain the optimal portfolio weights. A …