Working paper · 2025

Transmission dynamics in crypto markets: Comparing volatility and liquidity spillover networks

Będowska-Sójka, B.

IDA-CL / Bucharest University of Economic Studies

DOI: 10.24818/ida-cl/2025.153

Full text: see the publisher version via DOI.

Research topics: Cryptocurrency markets · Market liquidity and its measurement

Presented at

Transmission Dynamics in Crypto Markets: Comparing Volatility and Liquidity Spillover Networks

Future Finance Fest (3F) Conference, Vilnius, Lithuania, August 2025

With Aleksander Mercik

Transmission Dynamics in Crypto Markets: Comparing Volatility and Liquidity Spillover Networks

ISAFE 2025 – Third Annual Meeting of the International Society for the Advancement of Financial Economics, Beijing, China, June 2025

With Aleksander Mercik

Transmission Dynamics in Crypto Markets: Comparing Volatility and Liquidity Spillover Networks

4th CINSC/INFINITI 2025 Conference on International Sustainable and Climate Finance and International Financial Integration, Edinburgh, United Kingdom, June 2025

With Aleksander Mercik

Cite

@techreport{wp2025_transmission,
  title = {Transmission dynamics in crypto markets: Comparing volatility and liquidity spillover networks},
  author = {Będowska-Sójka, B.},
  year = {2025},
  institution = {IDA-CL / Bucharest University of Economic Studies},
  doi = {10.24818/ida-cl/2025.153}
}