This paper studies the dynamic change of volatility spillovers between several major international financial markets during the global COVID-19 pandemic using Diebold and Yilmaz's connectedness index. We found that the total volatility spillover in this March reached its highest level of recent...

Under the new background of high uncertainty in the globalization of economic and financial markets, the dynamic relationships between Bitcoin and China financial markets become the focus of both Chinese investors and regulatory authorities. This article intends to study the volatility spillover...