@article{article, title = {{Volatility spillover effects in leading cryptocurrencies: A BEKK-MGARCH analysis}}, publisher = {{Elsevier }}, url = {{https://eprints.whiterose.ac.uk/id/eprint/146359 }}, year = {{2019}}, month = {{6}}, author = {{Katsiampa P and Corbet S and Lucey B}}, doi = {{10.1016/j.frl.2019.03.009}}, volume = {{29}}, journal = {{Finance Research Letters}}, pages = {{68-74}}, note = {{Accessed on 2025/11/29}}}