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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...
| Autores principales: | , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Elsevier Inc.
2022
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| 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 |