Research Working Papers

WP06 · v1.1 · current

Intraday Volatility Transmission Across Asset Classes: A Connectedness Analysis of Equities, Foreign Exchange, Commodities, and Cryptocurrencies

Simon-Pierre Boucher

Version
v1.1 (#1)
Date
October 2026
Description
Current manuscript as published on www.spboucher.ai (revised edition after the 2026-10-17 scientific review for papers 1–17).
Pages
48
SHA-256
83ae2bf9a2235ed779df95e74bb4f80a80c31892d3463159f60a532c4b259435
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