Over the past years, cryptocurrencies have drawn substantial attention from the media while attracting many investors. Since then, cryptocurrency prices have experienced high fluctuations. In this paper, we forecast the high-frequency 1 min volatility of four widely traded cryptocurrencies,...

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 exponential GARCH (EGARCH) model with an integrated...

We examine the growth of Lodging REIT’s stock market performance and the stock market indices returns in the U.S. and Europe, considering the crash of March 2020 caused by the COVID-19 pandemic. For this purpose, we employed financial risk-adjusted performance measures and two-stage...