This paper examines the dynamic connectedness of return- and volatility spillovers among cryptocurrency benchmark index (CRIX), Gold, and uncertainty measures. Apart from traditional uncertainty measures, such as the Volatility Index and the Economic Policy Uncertainty, we also consider two...

In this study, we introduce a novel framework of partial connectedness measures with which we investigate contagion dynamics between different types of oil price shocks and exchange rates. On general principles, oil price shocks are persistent net transmitters of shocks within the network....