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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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shocks dominate forex volatility connectedness, positive shocks prevail when oil and forex markets are assessed jointly …We analyze total, asymmetric and frequency connectedness between oil and forex markets using high-frequency, intra … with realized semivariances to account for asymmetric and frequency connectedness, we obtain interesting results. We show …
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