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Linkages between DeFi assets and conventional currencies: Evidence from the COVID-19 pandemic
15 references·16 citing·28 second hop
Linkages between DeFi assets and conventional currencies: Evidence from the COVID-19 pandemic (2022)Linkages between DeFi assets and conventi…Static and Dynamic Connectedness Between NFTs, Defi and Other Assets: Portfolio Implication (2021)Static and Dynamic Connectedn…Is non-fungible token pricing driven by cryptocurrencies? (2021)Is non-fungible token pricing…Return connectedness across asset classes around the COVID-19 outbreak (2020)Return connectedness across a…Decentralized Finance (2020)Decentralized FinanceA time–frequency analysis of the impact of the Covid-19 induced panic on the volatility of currency and cryptocurrency markets (2020)A time–frequency analysis of …On the transmission mechanism of country-specific and international economic uncertainty spillovers: Evidence from a TVP-VAR connectedness decomposition approach (2018)On the transmission mechanism…Oil volatility, oil and gas firms and portfolio diversification (2018)Oil volatility, oil and gas f…An Empirical Investigation of Volatility Dynamics in the Cryptocurrency Market (2018)An Empirical Investigation of…On the network topology of variance decompositions: Measuring the connectedness of financial firms (2014)On the network topology of va…A new index of financial conditions (2014)A new index of financial cond…Better to give than to receive: Predictive directional measurement of volatility spillovers (2011)Better to give than to receiv…Tests for causality between integrated variables using asymptotic and bootstrap distributions: theory and application (2006)Tests for causality between i…Generalized impulse response analysis in linear multivariate models (1998)Generalized impulse response …Impulse response analysis in nonlinear multivariate models (1996)Impulse response analysis in …Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Distribution of the Estimator…Traditional assets, digital assets and renewable energy: Investigating connectedness during COVID-19 and the Russia-Ukraine war (2023)Traditional assets, digital a…Tail spillover effects between cryptocurrencies and uncertainty in the gold, oil, and stock markets (2023)Tail spillover effects betwee…Prediction and interpretation of daily NFT and DeFi prices dynamics: Inspection through ensemble machine learning & XAI (2023)Prediction and interpretation…NFTs, DeFi, and other assets efficiency and volatility dynamics: An asymmetric multifractality analysis (2023)NFTs, DeFi, and other assets …LSTM-ReGAT: A network-centric approach for cryptocurrency price trend prediction (2023)LSTM-ReGAT: A network-centric…EU sectoral stocks amid geopolitical risk, market sentiment, and crude oil implied volatility: An asymmetric analysis of the Russia-Ukraine tensions (2023)EU sectoral stocks amid geopo…Connectedness between emerging stock markets, gold, cryptocurrencies, DeFi and NFT: Some new evidence from wavelet analysis (2023)Connectedness between emergin…Connectedness between DeFi, cryptocurrency, stock, and safe-haven assets (2023)Connectedness between DeFi, c…Asymmetric impacts of geopolitical risk on stock markets: A comparative analysis of the E7 and G7 equities during the Russian-Ukrainian conflict (2023)Asymmetric impacts of geopoli…Artificial intelligence-based tokens: Fresh evidence of connectedness with artificial intelligence-based equities (2023)Artificial intelligence-based…The connectedness between meme tokens, meme stocks, and other asset classes: Evidence from a quantile connectedness approach (2022)The connectedness between mem…Revisiting the financial market interdependence during COVID-19 times: a study of green bonds, cryptocurrency, commodities and other financial markets (2022)Revisiting the financial mark…Herding behavior in conventional cryptocurrency market, non-fungible tokens, and DeFi assets. 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References

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  • 1998Generalized impulse response analysis in linear multivariate models6,129 cited
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  • 2020Return connectedness across asset classes around the COVID-19 outbreak631 cited
  • 2020Decentralized Finance611 cited
  • 2021Is non-fungible token pricing driven by cryptocurrencies?550 cited
  • 2018On the transmission mechanism of country-specific and international economic uncertainty spillovers: Evidence from a TVP-VAR connectedness decomposition approach379 cited
  • 2018Oil volatility, oil and gas firms and portfolio diversification315 cited
  • 2021Static and Dynamic Connectedness Between NFTs, Defi and Other Assets: Portfolio Implication314 cited
  • 2020A time–frequency analysis of the impact of the Covid-19 induced panic on the volatility of currency and cryptocurrency markets

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249 cited
  • 2018An Empirical Investigation of Volatility Dynamics in the Cryptocurrency Market174 cited
  • Cited by

    • 2022Extreme connectedness between renewable energy tokens and fossil fuel markets158 cited
    • 2022Herding behavior in conventional cryptocurrency market, non-fungible tokens, and DeFi assets.136 cited
    • 2023Asymmetric impacts of geopolitical risk on stock markets: A comparative analysis of the E7 and G7 equities during the Russian-Ukrainian conflict115 cited
    • 2022The connectedness between meme tokens, meme stocks, and other asset classes: Evidence from a quantile connectedness approach101 cited
    • 2023Tail spillover effects between cryptocurrencies and uncertainty in the gold, oil, and stock markets100 cited
    • 2023NFTs, DeFi, and other assets efficiency and volatility dynamics: An asymmetric multifractality analysis96 cited
    • 2023Connectedness between DeFi, cryptocurrency, stock, and safe-haven assets93 cited
    • 2022Connectedness between Defi assets and equity markets during COVID-19: A sector analysis92 cited
    • 2023EU sectoral stocks amid geopolitical risk, market sentiment, and crude oil implied volatility: An asymmetric analysis of the Russia-Ukraine tensions82 cited
    • 2022Dynamic connectedness between non-fungible tokens, decentralized finance, and conventional financial assets in a time-frequency framework81 cited
    • 2023LSTM-ReGAT: A network-centric approach for cryptocurrency price trend prediction80 cited
    • 2023Connectedness between emerging stock markets, gold, cryptocurrencies, DeFi and NFT: Some new evidence from wavelet analysis80 cited
    • 2022Revisiting the financial market interdependence during COVID-19 times: a study of green bonds, cryptocurrency, commodities and other financial markets77 cited
    • 2023Traditional assets, digital assets and renewable energy: Investigating connectedness during COVID-19 and the Russia-Ukraine war76 cited
    • 2023Artificial intelligence-based tokens: Fresh evidence of connectedness with artificial intelligence-based equities74 cited
    • 2023Prediction and interpretation of daily NFT and DeFi prices dynamics: Inspection through ensemble machine learning & XAI67 cited