between cryptocurrencies prices and stock indices. Surprisingly, a different picture emerges on using conditional volatility … expected. There is some evidence of cointegration on volatility grounds between cryptocurrencies and emerging stock market …This paper investigated the relationship between cryptocurrencies and emerging stock market indices using fractional …

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 …