 In contrast, for Ripple and Litecoin , inverted reactions are present where cross-correlations are stronger in uptrend markets . Our empirical findings uncover the dynamics of asymmetric volatility structure and provide new guidance in investigating dynamical relationships between price and volatility for cryptocurrencies .
<clarity>  In contrast, for Ripple and Litecoin , inverted reactions are present where cross-correlations are stronger in uptrend markets . Our empirical findings uncover the dynamics of asymmetric volatility structure and provide new guidance in investigating dynamical relationships between price and volatility for cryptocurrencies .
 In contrast, for Ripple and Litecoin , inverted reactions are present where cross-correlations are stronger in uptrend markets .