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Interconnectedness of cryptocurrency markets: an intraday analysis of volatility spillovers based on realized volatility decomposition

Crossref DOI link: https://doi.org/10.1007/s10479-023-05757-w

Published Online: 2024-01-02

Published Print: 2024-10

Update policy: https://doi.org/10.1007/springer_crossmark_policy

Authors

Ben Ameur, Hachmi https://orcid.org/0000-0003-4424-3488
Ftiti, Zied https://orcid.org/0000-0002-6216-1104
Louhichi, Waël
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Text and Data Mining valid from 2024-01-02

Version of Record valid from 2024-01-02
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Article History

Received: 31 March 2021

Accepted: 27 November 2023

First Online: 2 January 2024