This paper examines volatility transmission between the spot and futures bitcoin markets. We use daily series over a … employ the connectedness approach of Diebold and Yilmaz (2012, 2014) to examine the volatility spillovers across the two … markets. Our results suggest that the bitcoin spot market is the dominant transmitter of volatility shocks to the futures …

This analysis is the first to investigate the influence of index futures trading volume on spot market volatility for … between VN30-Index futures trading volume and the volatility of the spot market for the HOSE in the short-run. In addition … influence on spot market volatility. Moreover, the results derived from the error correction model (ECM) indicate that only 5 …

This paper investigates how the introduction of foreign exchange futures has an impact on spot volatility and considers … the contemporaneous and dynamic relationship between spot volatility and foreign exchange futures trading activity … decreases spot volatility. It also increases the rate at which new information is impounded into spot prices but decreases the …