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 …

This study investigates the time-varying frequency of spillovers between European stock markets and oil during the …, 2018, we analyze high-frequency data at a 5-min interval to analyze the interplay between crude oil market returns and the …, industrials, insurance, oil and gas, retail, real estate, technology (tech), telecommunication (telecom), and utilities. The …