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Are non-fungible tokens (NFTs) different asset classes? Evidence from quantile connectedness approach
11 references·7 citing·36 second hop
Are non-fungible tokens (NFTs) different asset classes? Evidence from quantile connectedness approach (2022)Are non-fungible tokens (NFTs) different …The economic value of NFT: Evidence from a portfolio analysis using mean–variance framework (2022)The economic value of NFT: Ev…Examining the interrelatedness of NFTs, DeFi tokens and cryptocurrencies (2022)Examining the interrelatednes…Covid-19 impact on NFTs and major asset classes interrelations: Insights from the wavelet coherence analysis (2022)Covid-19 impact on NFTs and m…NFTs and asset class spillovers: Lessons from the period around the COVID-19 pandemic (2021)NFTs and asset class spillove…Is non-fungible token pricing driven by cryptocurrencies? (2021)Is non-fungible token pricing…Crude Oil futures contracts and commodity markets: New evidence from a TVP-VAR extended joint connectedness approach (2021)Crude Oil futures contracts a…Are green bonds a different asset class? Evidence from time-frequency connectedness analysis (2021)Are green bonds a different a…The Joint Spillover Index (2019)The Joint Spillover IndexThe dynamic spillover between carbon and energy markets: New evidence (2018)The dynamic spillover between…On the dynamic dependence and investment performance of crude oil and clean energy stocks (2017)On the dynamic dependence and…Better to give than to receive: Predictive directional measurement of volatility spillovers (2011)Better to give than to receiv…Does self-congruity matter for virtual influencer’s non-fungible token (NFT) purchase intentions? The role of financial literacy (2025)Does self-congruity matter fo…Can gold-backed cryptocurrencies have dynamic hedging and safe-haven abilities against DeFi and NFT assets? (2024)Can gold-backed cryptocurrenc…Traditional assets, digital assets and renewable energy: Investigating connectedness during COVID-19 and the Russia-Ukraine war (2023)Traditional assets, digital a…Investor sentiment and the NFT hype index: to buy or not to buy? (2023)Investor sentiment and the NF…Interconnectivity among cryptocurrencies, NFTs, and DeFi: Evidence from the Russia-Ukraine conflict (2023)Interconnectivity among crypt…Interconnectedness between healthcare tokens and healthcare stocks: Evidence from a quantile VAR approach (2023)Interconnectedness between he…Connectedness between emerging stock markets, gold, cryptocurrencies, DeFi and NFT: Some new evidence from wavelet analysis (2023)Connectedness between emergin…Macroeconomics and Reality (1980)Generalized impulse response analysis in linear multivariate models (1998)Dynamic Conditional Correlation (2002)Measuring the Frequency Dynamics of Financial Connectedness and Systemic Risk* (2018)Refined Measures of Dynamic Connectedness based on Time-Varying Parameter Vector Autoregressions (2020)Impulse response analysis in nonlinear multivariate models (1996)Asymmetric volatility spillovers between oil and stock markets: Evidence from China and the United States (2019)Analyzing time-varying volatility spillovers between the crude oil markets using a new method (2020)The spillover effects among fossil fuel, renewables and carbon markets: Evidence under the dual dilemma of climate change and energy crises (2023)Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets (2008)Static and Dynamic Connectedness Between NFTs, Defi and Other Assets: Portfolio Implication (2021)NFT luxury brand marketing in the metaverse: Leveraging blockchain‐certified NFTs to drive consumer behavior (2023)Efficient Tests for an Autoregressive Unit Root (1996)Connectedness between geopolitical risk, financial instability indices and precious metals markets: Novel findings from Russia Ukraine conflict perspective (2022)Assessing oil price volatility co-movement with stock market volatility through quantile regression approach (2023)No Contagion, Only Interdependence: Measuring Stock Market Comovements (2002)On the network topology of variance decompositions: Measuring the connectedness of financial firms (2014)Energy cryptocurrencies: Assessing connectedness with other asset classes (2022)NFTs, DeFi, and other assets efficiency and volatility dynamics: An asymmetric multifractality analysis (2023)Exploring the Dynamic Relationships between Cryptocurrencies and Other Financial Assets (2017)Time and frequency domain connectedness and spill-over among fintech, green bonds and cryptocurrencies in the age of the fourth industrial revolution (2020)A tale of two tails among carbon prices, green and non-green cryptocurrencies (2022)Volatility Spillovers Across NFTs News Attention and Financial Markets (2022)Greening the globe: Uncovering the impact of environmental policy, renewable energy, and innovation on ecological footprint (2023)Decentralized Finance (2020)Return connectedness across asset classes around the COVID-19 outbreak (2020)Tail spillover effects between cryptocurrencies and uncertainty in the gold, oil, and stock markets (2023)Gold and crude oil as safe-haven assets for clean energy stock indices: Blended copulas approach (2019)Time and frequency connectedness among oil shocks, electricity and clean energy markets (2020)The rise in investors’ awareness of climate risks after the Paris Agreement and the clean energy-oil-technology prices nexus (2021)Tail Risk Connectedness in the Refined Petroleum Market: A First Look at the Impact of the COVID Pandemic (2021)An application of a TVP-VAR extended joint connected approach to explore connectedness between WTI crude oil, gold, stock and cryptocurrencies during the COVID-19 health crisis (2022)Investigating the spillovers and connectedness between green finance and renewable energy sources (2022)Asymmetric spillovers between green bonds and commodities (2021)Comparative efficiency of green and conventional bonds pre- and during COVID-19: An asymmetric multifractal detrended fluctuation analysis (2021)Towards net-zero emissions: Can green bond policy promote green innovation and green space? (2023)
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References

  • 2011Better to give than to receive: Predictive directional measurement of volatility spillovers5,798 cited
  • 2021Is non-fungible token pricing driven by cryptocurrencies?550 cited
  • 2021Crude Oil futures contracts and commodity markets: New evidence from a TVP-VAR extended joint connectedness approach433 cited
  • 2022Examining the interrelatedness of NFTs, DeFi tokens and cryptocurrencies291 cited
  • 2017On the dynamic dependence and investment performance of crude oil and clean energy stocks288 cited
  • 2021NFTs and asset class spillovers: Lessons from the period around the COVID-19 pandemic274 cited
  • 2018The dynamic spillover between carbon and energy markets: New evidence268 cited
  • 2021Are green bonds a different asset class? Evidence from time-frequency connectedness analysis255 cited
  • 2019The Joint Spillover Index214 cited
  • 2022Covid-19 impact on NFTs and major asset classes interrelations: Insights from the wavelet coherence analysis175 cited
  • 2022The economic value of NFT: Evidence from a portfolio analysis using mean–variance framework134 cited

Cited by

  • 2023Connectedness between emerging stock markets, gold, cryptocurrencies, DeFi and NFT: Some new evidence from wavelet analysis80 cited
  • 2023Traditional assets, digital assets and renewable energy: Investigating connectedness during COVID-19 and the Russia-Ukraine war76 cited

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  • 2023Interconnectivity among cryptocurrencies, NFTs, and DeFi: Evidence from the Russia-Ukraine conflict61 cited
  • 2023Interconnectedness between healthcare tokens and healthcare stocks: Evidence from a quantile VAR approach43 cited
  • 2023Investor sentiment and the NFT hype index: to buy or not to buy?30 cited
  • 2024Can gold-backed cryptocurrencies have dynamic hedging and safe-haven abilities against DeFi and NFT assets?30 cited
  • 2025Does self-congruity matter for virtual influencer’s non-fungible token (NFT) purchase intentions? The role of financial literacy10 cited