Asymmetric volatility transmission in cryptocurrency markets: The role of market capitalization and exogenous shocks
Published in Economic Modelling, 2026
Recommended citation: Santos, M., Iorio, C., & Damásio, B. (2026). Asymmetric volatility transmission in cryptocurrency markets: The role of market capitalization and exogenous shocks. Economic Modelling, 163, 107743. https://doi.org/10.1016/j.econmod.2026.107743