Impact of High-Frequency Volatility Co-Movements in Cryptocurrency Markets

Abstract

The research has discussed the factors associated with “high-frequency volatility co-movements” in the context of cryptocurrency markets along with its effect on the markets of cryptocurrency.  Lack of regulation, market fragmentation, and liquidity risk affect the activities of investors and traders in cryptocurrency markets. There is a requirement for effective regulatory reform, market integration, transparency, effective risk management strategies, and stronger cybersecurity measures to resolve the challenges in the market places. A survey has been developed among 50 candidates to gather a larger segment of data and evaluate the effect of “High-Frequency Volatility Co-movements” on the marketplaces of the crypto.