Cargando…
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...
| Autores principales: | , , |
|---|---|
| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Elsevier Inc.
2023
|
| Materias: | |
| 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 |