NFTs and asset class spillovers: Lessons from the period around the COVID-19 pandemic

In this paper, we analyze the connectedness between returns for non-fungible tokens (NFTs) and other financial assets (equities, bonds, currencies, gold, oil, Ethereum) during the period from January 2018 to June 2021. By using the Time-Varying Parameter Vector Autoregressions (TVP-VAR) approach, we...

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Detalles Bibliográficos
Autores principales: Aharon, David Y., Demir, Ender
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Elsevier Inc. 2022
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9643051/
https://www.ncbi.nlm.nih.gov/pubmed/36406741
http://dx.doi.org/10.1016/j.frl.2021.102515

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9643051/
https://www.ncbi.nlm.nih.gov/pubmed/36406741
http://dx.doi.org/10.1016/j.frl.2021.102515

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