This paper analyzes the connectedness among bitcoin, gold, and crude oil between 3 January 2017 and 31 December 2019 … methods indicate that volatility connectedness is higher than the return connectedness among these assets. Furthermore …. The paper´s motivation is based upon the idea that bitcoin can be similar to gold in terms of its hedging properties and …

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 …

This article examines the asymmetric volatility spillover effects between Bitcoin and alternative coin markets at the … "pump-and-dump schemes" in the crypto markets. To do that, we estimate the volatility spillovers from Bitcoin to altcoin and … the cryptos' own risk spillovers during bull and bear markets. The spillover results from Bitcoin to altcoin provide mixed …

This paper investigates the volatility spillover dynamics between U.S. Bitcoin and financial markets from July 19, 2010 … varying dynamics of volatility spillover among U.S. Bitcoin and financial markets. The findings of the study indicate the … spillover is also detected. The connectedness among the U.S. Bitcoin and financial markets is found to be concentrated at high …

The aim of this study is to examine the daily return spillover among 18 cryptocurrencies under low and high volatility … results indicate various patterns of spillover in high and low volatility regimes, especially during the COVID-19 outbreak …. The total spillover index varies with time and abruptly intensifies following the outbreak of COVID-19, especially in the …

In the present paper, we investigate connectedness within cryptocurrency markets as well as across the Bitcoin index … employed to measure connectedness. Results show no significant spillover effects between the nascent market of cryptocurrencies … danger to financial system stability. Concerning the connectedness within the cryptocurrency markets, we report a time …