This paper examines the direction and extent of the asymmetric volatility connectedness among international equity … markets using 5-minute interval data from 16 stock markets. We analyze asymmetric volatility connectedness using realized … volatility and identify the magnitude of the volatility spillover and of the connectedness through networks. We decompose …

This study examines the connectedness between the US yield curve components (i.e., level, slope, and curvature …. Our static connectedness analysis shows that Bitcoin is mainly independent of shocks from the yield curve's level, slope … allows us to observe Bitcoin's connectedness in times of stress. Evidence supporting this contention is the substantially …