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methods indicate that volatility connectedness is higher than the return connectedness among these assets. Furthermore …This paper analyzes the connectedness among bitcoin, gold, and crude oil between 3 January 2017 and 31 December 2019 … it is mined like crude oil, namely, a commodity. These similarities can be investigated by analyzing the connectedness …
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This study employs the connectedness measure of Diebold and Yilmaz (2012, 2014) to examine the intensity of … connectedness among the Nigerian financial markets for the period January 2000 to December 2018. The study used all shares index …, respectively. The study found connectedness among the Nigerian financial markets to be highly time-varying and appear to be higher …
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