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NFTs and asset class spillovers: Lessons from the period around the COVID-19 pandemic

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References

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2008Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets3,131 cited
2005Time Varying Structural Vector Autoregressions and Monetary Policy3,044 cited
2020Return connectedness across asset classes around the COVID-19 outbreak631 cited
2021Is non-fungible token pricing driven by cryptocurrencies?550 cited
2020How COVID-19 drives connectedness among commodity and financial markets: Evidence from TVP-VAR and causality-in-quantiles techniques397 cited
2020A time–frequency analysis of the impact of the Covid-19 induced panic on the volatility of currency and cryptocurrency markets249 cited
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2018Are cryptocurrencies connected to forex? A quantile cross-spectral approach182 cited

Cited by

2022The economic value of NFT: Evidence from a portfolio analysis using mean–variance framework134 cited
2023NFTs, DeFi, and other assets efficiency and volatility dynamics: An asymmetric multifractality analysis96 cited

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2022Energy cryptocurrencies: Assessing connectedness with other asset classes88 cited

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2023Interconnectivity among cryptocurrencies, NFTs, and DeFi: Evidence from the Russia-Ukraine conflict61 cited

2022The Return and Volatility Connectedness of NFT Segments and Media Coverage: Fresh Evidence Based on News About the COVID-19 Pandemic60 cited

2023Return and volatility properties: Stylized facts from the universe of cryptocurrencies and NFTs59 cited

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