---
title: Good vs. Bad Volatility: The Dichotomy and Drivers of Connectedness in Major Cryptocurrencies
url: https://www.ml-quant.com/papers/ssrn/4522873/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: SSRN 4522873
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4522873
featured: 2023-08-02
citations: 2
topic: Crypto & DeFi
---


# Good vs. Bad Volatility: The Dichotomy and Drivers of Connectedness in Major Cryptocurrencies

The volatility dynamics of cryptocurrencies, which have unique statistical properties, are vital for portfolio managers and traders, with high or low connectedness periods linked to specific crypto market and macroeconomic events.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4522873
- Identifier: SSRN 4522873
- Released: 2023-07-27
- First featured: Quant Letter No. 10 (2023-08-02): https://www.ml-quant.com/issues/2023-08-02/
- Citations (Semantic Scholar): 2
- Published in: not yet
- Topic: Crypto & DeFi

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