Connectedness between Defi assets and equity markets during COVID-19: A sector analysis

This paper explores the dynamic connectedness between Defi assets and sector stock markets focused around the COVID-19 pandemic crisis. For that aim, this research applies the TVP-VAR model, and it also computes the optimal weights and hedge ratios for the Defi assets–sector equity portfolios using...

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Detalles Bibliográficos
Autores principales: Yousaf, Imran, Jareño, Francisco, Tolentino, Marta
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Elsevier Inc. 2023
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9659514/
https://www.ncbi.nlm.nih.gov/pubmed/36407788
http://dx.doi.org/10.1016/j.techfore.2022.122174

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9659514/
https://www.ncbi.nlm.nih.gov/pubmed/36407788
http://dx.doi.org/10.1016/j.techfore.2022.122174

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