regression sensitivity analysis was performed on daily series of exchange rate volatility for 8 ASEAN countries having divided … our sample into two, before and after the financial crisis eras. Periods of low market volatility (2001-2006 plus 2010 …-2017) and high market volatility (1990-2000, 2007-2009, plus 2018-2023) correlate to the periods before and after the financial …

This study examines the volatility spillovers in four representative exchanges and for six liquid cryptocurrencies …. Using the high-frequency trading data of exchanges, the heterogeneity of exchanges in terms of volatility spillover can be …, we identify the determinants of total connectedness in two types of volatility spillover, which can explain …