This research examines the correlations between the return volatility of cryptocurrencies, global stock market indices …, and the spillover effects of the COVID-19 pandemic. For this purpose, we employed a two-stage multivariate volatility … and respond well to previous shocks. As a result, financial assets have low unconditional volatility and the lowest risk …

We examine the high-frequency return and volatility of major cryptocurrencies and reveal that spillovers among them … exist. Our analysis shows that return and volatility clustering structures are distinct among different cryptocurrencies …, suggesting that return and volatility might have different spillover patterns. Further investigation via minimal spanning trees …

first cryptocurrency. Data are daily and cover the period starting from December 27, 2013 to March 3, 2019. Price volatility …This study investigates the causal relationship between price volatility and trading volume for bitcoin which is the … volatility. There also exists a causality running from price volatility to volume. But this causality isnot statistically strong …

existing research consists of estimating the aforementioned relationship between return, volatility and the search volume …