) was measured at a too high level within the Covid-19 outbreak. Volatility spillover analysis shows that crude oil and …

The aim of this study is to examine the daily return spillover among 18 cryptocurrencies under low and high volatility … results indicate various patterns of spillover in high and low volatility regimes, especially during the COVID-19 outbreak … high volatility regime. Notably, the network analysis reveals further evidence of much higher spillovers in the high …