Return and volatility spillovers between non-fungible tokens and conventional currencies: evidence from the TVP-VAR model

Abstract This study investigates the static and dynamic return and volatility spillovers between non-fungible tokens (NFTs) and conventional currencies using the time-varying parameter vector autoregressions approach. We reveal that the total connectedness between these markets is weak, implying tha...

Полное описание

Библиографические подробности

Главные авторы:	Imran Yousaf, Manel Youssef, Mariya Gubareva
Формат:	Artigo
Язык:	Inglês
Опубликовано:	SpringerOpen 2024-03-01
Серии:	Financial Innovation
Предметы:	Non-fungible tokens Conventional currencies Static connectedness Dynamic return and volatility spillovers TVP–VAR model Covid-19
Online-ссылка:	https://doi.org/10.1186/s40854-023-00570-7
Метки:	Добавить метку Нет меток, Требуется 1-ая метка записи!