We explore the scaling properties of price-volatility nexus in cryptocurrency markets and address the issue of the asymmetric volatility effect within a framework of fractal analysis . The MF-ADCCA method is applied to examine nonlinear interactions and asymmetric multifractality of cross-correlations between price and volatility for Bitcoin  , Ethereum, Ripple, and Litecoin .
<coherence> We explore the scaling properties of price-volatility nexus in cryptocurrency markets and address the issue of the asymmetric volatility effect within a framework of fractal analysis . The MF-ADCCA method is applied to examine nonlinear interactions and asymmetric multifractality of cross-correlations between price and volatility for Bitcoin  , Ethereum, Ripple, and Litecoin .
We explore the scaling properties of price-volatility nexus in cryptocurrency markets and address the issue of the asymmetric volatility effect within a framework of fractal analysis , which can cover the nonlinear interactions and asymmetric multifractality of cross-correlations between price and volatility for Bitcoin , Ethereum, Ripple, and Litecoin .