QR-Code

Tracing the ties that bind: navigating the static and dynamic connectedness between NFTs and equity markets in ASEAN based on QVAR-approach

Abstract Based on market integration theory, we investigate the static and dynamic connectedness between nonfungible tokens (NFTs) and the Association of Southeast Asian Nations (ASEAN) equity markets using the Quantile Vector Auto Regressive model. We also compute optimal weights and hedge ratios f...

Ausführliche Beschreibung

Gespeichert in:
Hauptverfasser: Muhammad Naveed, Shoaib Ali, Aviral Kumar Tiwari
Format: Artigo
Sprache:Inglês
Veröffentlicht: SpringerOpen 2025-01-01
Schriftenreihe:Financial Innovation
Schlagworte:
NFT
Stocks
ASEAN region
Connectedness
Portfolio construction
QVAR
Online-Zugang:https://doi.org/10.1186/s40854-024-00718-z
Tags: Tag hinzufügen
Keine Tags, Fügen Sie das erste Tag hinzu!

Ähnliche Einträge