---
title: Transmissions Among Assets
url: https://www.ml-quant.com/papers/ssrn/4912927/
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 4912927
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4912927
featured: 2024-08-07
citations: unknown
topic: Crypto & DeFi
---


# Transmissions Among Assets

The study examines volatility and return spillovers in a network of variables, emphasizing the portfolio diversification benefits of commodities, fiat currencies, and crypto coins.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4912927
- Identifier: SSRN 4912927
- Released: 2024-06-07
- First featured: Quant Letter No. 60 (2024-08-07): https://www.ml-quant.com/issues/2024-08-07/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Crypto & DeFi

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