Crisis-driven Dynamics: Unveiling the Volatility Nexus Between Clean and Dirty Cryptocurrencies
Published online on November 11, 2025
Abstract
Global Business Review, Ahead of Print.
This study examines the dynamic volatility spillovers and portfolio implications of clean and dirty cryptocurrencies (DCs) over recent crisis periods, employing a two-stage approach. First, we model the evolving connectedness structure using a time-...
This study examines the dynamic volatility spillovers and portfolio implications of clean and dirty cryptocurrencies (DCs) over recent crisis periods, employing a two-stage approach. First, we model the evolving connectedness structure using a time-...