Mensi, Walid; Gubareva, Mariya; Ko, Hee-Un; Xuan Vinh Vo; … - In: Financial innovation : FIN 9 (2023) 1, pp. 1-27
spillover between cryptocurrencies and volatility indices for the major traditional markets varies substantially across … influence over the volatility indices. Our results have important policy implications for enhancing financial stability and …