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Emerging Markets Finance and Trade Volume 56, 2020 - Issue 6: Selected Papers from the Third Forum on Risk Management and Financial Statistics. Guest Editor: Zhenghui Li, Guangzhou University
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Selected Papers from the Third Forum on Risk Management and Financial Statistics. Guest Editor: Zhenghui Li, Guangzhou University

The Asymmetric Effect of Volatility Spillover in Global Virtual Financial Asset Markets: The Case of Bitcoin

Hao Dong1 School of Economics and Statistics, Guangzhou University, Changsha, Guangdong, P. R. ChinaORCID Iconhttps://orcid.org/0000-0003-4138-2423View further author information
ORCID Icon,
Liming Chen2 College of Finance and Statistics, Hunan University, Changsha, Hunan, P. R. ChinaCorrespondence[email protected]
View further author information
,
Xinyi Zhang3 Financial Management Department, Bank of Ningbo, Suzhou, Jiangsu, P. R. ChinaView further author information
,
Pierre Failler4 Department of Economics and Finance, Portsmouth Business School, University of Portsmouth, Portsmouth, UKORCID Iconhttps://orcid.org/0000-0002-9225-9399View further author information
ORCID Icon &
Sa Xu5 School of Economics and Management, Hunan Institute of Technology, Hengyang, Hunan, P. R. ChinaView further author information
Pages 1293-1311 | Published online: 10 Oct 2019

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Cong Yu & Yun Chen. (2022) The impact of regulatory ban on connectedness of cryptocurrency market. Applied Economics Letters 0:0, pages 1-7.
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Articles from other publishers (9)

Lin Wen Sheng, Gazi Salah Uddin, Ding Sen & Zhu Shi Hao. (2024) The asymmetric volatility spillover across Shanghai, Hong Kong and the U.S. stock markets: A regime weighted measure and its forecast inference. International Review of Financial Analysis 91, pages 102964.
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E. Ya. Arapova. (2023) New Modalities of the Global Sanctions Policy. Journal of International Analytics 14:1, pages 37-51.
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I. A. Balyuk & M. A. Balyuk. (2022) The Problem of Asymmetric Development of the Global Financial Market. Finance: Theory and Practice 26:6, pages 72-87.
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Juan David Vega Baquero & Miguel Santolino. (2022) Capital flows in integrated capital markets: MILA case. Quantitative Finance and Economics 6:4, pages 622-639.
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Shuaishuai Jia, Hao Dong & Haowen Yang. (2021) Asymmetric Risk Spillover of the International Crude Oil Market in the Perspective of Crude Oil Dual Attributes. Frontiers in Environmental Science 9.
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Yanqiong Liu, Zhenghui Li, Yanyan Yao & Hao Dong. (2021) Asymmetry of Risk Evolution in Crude Oil Market: From the Perspective of Dual Attributes of Oil. Energies 14:13, pages 4063.
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Qingqing Hu, Tinghui Li, Xue Li & Hao Dong. (2021) Dynamic Characteristics of Oil Attributes and Their Market Effects. Energies 14:13, pages 3927.
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Walter Bazán-Palomino. (2021) How are Bitcoin forks related to Bitcoin?. Finance Research Letters 40, pages 101723.
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Shuanglian Chen & Hao Dong. (2020) Dynamic Network Connectedness of Bitcoin Markets: Evidence from Realized Volatility. Frontiers in Physics 8.
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