In this survey article, we present a rich extent of literature on volatility and its propagation on financial markets …

, making the study of their volatility crucial for portfolio managers and traders. We investigate the volatility connectedness … dynamics of a representative set of eight major crypto assets. Methodologically, we decompose the measured volatility into …. Furthermore, existing asymmetry from good and bad volatility indicates that information about market downturns spills over …

Asymmetries in volatility spillovers are highly relevant to risk valuation and portfolio diversification strategies in … volatility may spill over at different magnitudes. This paper fills this gap with two contributions. One, we suggest how to … quantify asymmetries in volatility spillovers due to bad and good volatility. Two, using high frequency data covering most …

We analyze time-varying exchange rate co-movements and volatility spillovers between the Czech koruna, the Polish zloty … volatilities are due to each currency's own history. However, during the distress periods volatility spillovers among currencies …