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In: International conference on financial cryptography and data security. You can also search for this author in PubMed Google Scholar. If SAM is positive, it indicates larger positive volatility spillover than negative volatility spillover. The aim of the present study was to investigate the dynamics of volatility spillover from Bitcoin to the foreign exchange pairs of major trading currencies. Kyriazis NA b A survey on empirical findings about spillovers in cryptocurrency markets.
