The aim of this study is to examine the daily return spillover among 18 cryptocurrencies under low and high volatility … high volatility regime. Notably, the network analysis reveals further evidence of much higher spillovers in the high …

Purpose This study analyzes the static and dynamic risk spillover between US/Chinese stock markets, cryptocurrencies …-day moving window spillover index estimation. Findings Generally, results show evidence of significant spillovers between … markets, particularly during the COVID-19 pandemic. In addition, cryptocurrencies and gold markets are net receivers of risk …