Volatility Persistence, Dynamic Co-Movements, and Portfolio Optimization in Digital Asset Markets: Disentangling Cross-Market Contagion from Internal Hedging Strategies - JIFT

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Research Articie 29 June 2026

Volatility Persistence, Dynamic Co-Movements, and Portfolio Optimization in Digital Asset Markets: Disentangling Cross-Market Contagion from Internal Hedging Strategies

Beauty Igbinovia ¹ , Shiloh Akpan ¹ , Imran Enike Abu ¹ , Emoabino Muhammed ¹ , David Umoru ¹

david.umoru@edouniversity.edu.ng

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1 : Edo State University, Department of Economics, Uzairue, Iyamho, Edo State, Nigeria

DOI: 10.55578/jift.2606.009

Keywords: Cryptocurrency, Volatility Clustering, DCC-GARCH, Portfolio Optimization, Hedge Ratios, Bitcoin, Stellar, Internet Node Token, Cross-Market Contagion, Stablecoins, Tokenized Gold, Digital Assets

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