This paper provides some comprehensive evidence on the effects of cyber-attacks on the returns, realized volatility and …

This paper uncovers the dynamics of the asymmetric volatility spillovers across three majorcryptocurrencies (Bitcoin … 2018 to 5th June 2021, the main findings are summarized as follows:Firstly, negative (bad) volatility spillovers are more … pronounced than positive (good)spillovers, revealing the presence of asymmetric volatility effects in the cryptocurrency market …

, making the study of their volatility crucial for portfolio managers and traders. We investigate the volatility connectedness … dynamics of a representative set of eight major crypto assets. Methodologically, we decompose the measured volatility into …. Furthermore, existing asymmetry from good and bad volatility indicates that information about market downturns spills over …

By computing a volatility index (CVX) from cryptocurrency option prices, we analyze the market's expectation of future … volatility. Our method addresses the challenging liquidity environment of this young asset class and allows us to extract stable … volatility benchmarks for traditional asset classes, such as VIX (equity) or GVX (gold), confirms that cryptocurrency volatility …

We look at the link between the volatility in the Bitcoin market and the volatility in other related traditional … markets, i.e. the gold, currency and stock market. We also try to answer if the volatility in the Bitcoin market can be … volatility and changes in the volatility in the USD currency market. A stronger positive link is found between Bitcoin volatility …