"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 article examines the asymmetric volatility spillover effects between Bitcoin and alternative coin markets at the …

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 … presence of low level of integration and contagion between U.S. Bitcoin and financial markets. Asymmetric nature of volatility …

This paper applies the multivariate GARCH models to investigate the role of Bitcoin as a hedge and safe haven for ASEAN … between stock returns and Bitcoin returns in both directions. Therefore, the dynamics of Bitcoin returns significantly … statistically significant for both periods, as shown by the findings of the return and volatility spillovers between the returns of …