---
title: Intraday Volatility Transmission Across Asset Classes: A Connectedness Analysis of Equities, Foreign Exchange, Commodities, and Cryptocurrencies
url: https://www.ml-quant.com/papers/ssrn/7651038/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-10-23
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: SSRN 7651038
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=7651038
featured: 2026-10-23
citations: unknown
topic: Asset Pricing & Factors
---


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

Analysis of ten instruments finds U.S. equity futures are net transmitters of volatility shocks while cryptocurrencies became net receivers in 2024-2026, with total connectedness peaking in 2025.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=7651038
- Identifier: SSRN 7651038
- Released: 2026-10-22
- First featured: Quant Letter No. 136 (2026-10-23): https://www.ml-quant.com/issues/2026-10-23/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Asset Pricing & Factors
- Authors: Simon-Pierre Boucher

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