The Return and Volatility Connectedness of NFT Segments and Media Coverage: Fresh Evidence Based on News About the COVID-19 Pandemic

We study the relationship between return and volatility of non-fungible tokens (NFT) segments and media coverage during the outbreak of the COVID-19 pandemic in a connectedness framework. We document media coverage as a net transmitter of spillover for both the return and volatility of NFT segments....

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Detalles Bibliográficos
Autores principales: Umar, Zaghum, Abrar, Afsheen, Zaremba, Adam, Teplova, Tamara, Vo, Xuan Vinh
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Elsevier Inc. 2022
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9159964/
https://www.ncbi.nlm.nih.gov/pubmed/35669177
http://dx.doi.org/10.1016/j.frl.2022.103031

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9159964/
https://www.ncbi.nlm.nih.gov/pubmed/35669177
http://dx.doi.org/10.1016/j.frl.2022.103031

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