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Volatility Spillovers Across NFTs News Attention and Financial Markets
16 references·16 citing·43 second hopsampled
Volatility Spillovers Across NFTs News Attention and Financial Markets (2022)Volatility Spillovers Across NFTs News At…COVID-19 pandemic, oil prices, stock market, geopolitical risk and policy uncertainty nexus in the US economy: Fresh evidence from the wavelet-based approach (2020)COVID-19 pandemic, oil prices…bibliometrix : An R-tool for comprehensive science mapping analysis (2017)bibliometrix : An R-tool for …Measuring Economic Policy Uncertainty* (2016)Measuring Economic Policy Unc…On the network topology of variance decompositions: Measuring the connectedness of financial firms (2014)On the network topology of va…Uncertainty about Government Policy and Stock Prices (2012)Uncertainty about Government …In Search of Attention (2011)In Search of AttentionBetter to give than to receive: Predictive directional measurement of volatility spillovers (2011)Better to give than to receiv…Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets (2008)Measuring Financial Asset Ret…All That Glitters: The Effect of Attention and News on the Buying Behavior of Individual and Institutional Investors (2007)All That Glitters: The Effect…Investor attention, overconfidence and category learning (2006)Investor attention, overconfi…Time Varying Structural Vector Autoregressions and Monetary Policy (2005)Time Varying Structural Vecto…Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Testing the null hypothesis o…Testing for a Unit Root in Time Series Regression (1988)Testing for a Unit Root in Ti…Macroeconomics and Reality (1980)Macroeconomics and RealityDistribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Distribution of the Estimator…Hedonic Prices and Implicit Markets: Product Differentiation in Pure Competition (1974)Hedonic Prices and Implicit M…Evaluating the sophisticated digital assets and cryptocurrencies capacities of substituting international currencies in inflationary eras (2024)Evaluating the sophisticated …Enhancing capital market efficiency: The role of data assets disclosure in reducing stock price synchronicity (2024)Enhancing capital market effi…Effects of China's low carbon pilot city policy on corporate green innovation: Considering the mediating role of public environmental concern (2024)Effects of China's low carbon…Digital technology adoption, absorptive capacity, CEO green experience and the quality of green innovation: Evidence from China (2024)Digital technology adoption, …Silicon Valley Bank bankruptcy and Stablecoins stability (2023)Silicon Valley Bank bankruptc…Return spillover analysis across central bank digital currency attention and cryptocurrency markets (2023)Return spillover analysis acr…Return and volatility properties: Stylized facts from the universe of cryptocurrencies and NFTs (2023)Return and volatility propert…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 …Metaverse for service industries: Future applications, opportunities, challenges and research directions (2023)Metaverse for service industr…Frequency connectedness between FinTech, NFT and DeFi: Considering linkages to investor sentiment (2023)Frequency connectedness betwe…Dynamic connectedness, spillover, and optimal hedging strategy among FinTech, Sukuk, and Islamic equity markets (2023)Dynamic connectedness, spillo…Connectedness between emerging stock markets, gold, cryptocurrencies, DeFi and NFT: Some new evidence from wavelet analysis (2023)Connectedness between emergin…Time-frequency extreme risk spillover network of cryptocurrency coins, DeFi tokens and NFTs (2022)Time-frequency extreme risk s…Herding behavior in conventional cryptocurrency market, non-fungible tokens, and DeFi assets. (2022)Herding behavior in conventio…Bubbles all the way down? Detecting and date-stamping bubble behaviours in NFT and DeFi markets (2022)Bubbles all the way down? Det…Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test (1999)Unit root tests for panel data (2001)Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework (2014)A Monetary History of the United States 1867-1960 (1964)Time Series Analysis Forecasting and Control. (1971)Time Series Analysis: Forecasting and Control (1977)Statistical analysis of cointegration vectors (1988)Bounds testing approaches to the analysis of level relationships (2001)Pitfalls in Financial Model-Building (1968)Conditional logit analysis of qualitative choice behavior (1972)"Rational" Expectations, the Optimal Monetary Instrument, and the Optimal Money Supply Rule (1975)Time to Build and Aggregate Fluctuations (1982)Postwar U.S. Business Cycles: An Empirical Investigation (1997)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)A Pure Theory of Local Expenditures (1956)Wages, Rents, and the Quality of Life (1982)Customer Satisfaction, Market Share, and Profitability: Findings From Sweden (1994)Skills, Tasks and Technologies: Implications for Employment and Earnings (2011)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Trends and random walks in macroeconmic time series (1982)Unit root tests in panel data: asymptotic and finite-sample properties (2002)A simple panel unit root test in the presence of cross‐section dependence (2007)An index to quantify an individual's scientific research output (2005)Software survey: VOSviewer, a computer program for bibliometric mapping (2009)Bibliometric Methods in Management and Organization (2014)Conducting systematic literature reviews and bibliometric analyses (2019)Software tools for conducting bibliometric analysis in science: An up-to-date review (2020)How to conduct a bibliometric analysis: An overview and guidelines (2021)Prospect theory: An analysis of decision under risk (1988)Common risk factors in the returns on stocks and bonds (1993)On Persistence in Mutual Fund Performance (1997)Media Coverage and the Cross‐section of Stock Returns (2009)Who Gambles in the Stock Market? (2009)The Role of Monetary Policy (1995)The Impact of Uncertainty Shocks (2009)Measuring Uncertainty (2015)The Unprecedented Stock Market Reaction to COVID-19 (2020)Measuring Geopolitical Risk (2022)SRISK: A conditional capital shortfall measure of systemic risk (2017)
this work references cited by second hop· second hop is a sample of the most-cited connections

References

  • 1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root23,183 cited
  • 1988Testing for a Unit Root in Time Series Regression19,288 cited
  • 2017bibliometrix : An R-tool for comprehensive science mapping analysis16,195 cited
  • 1980Macroeconomics and Reality12,826 cited
  • 1992Testing the null hypothesis of stationarity against the alternative of a unit root12,634 cited
  • 2016Measuring Economic Policy Uncertainty*12,311 cited
  • 1974Hedonic Prices and Implicit Markets: Product Differentiation in Pure Competition10,715 cited
  • 2011Better to give than to receive: Predictive directional measurement of volatility spillovers5,798 cited
  • 2014On the network topology of variance decompositions: Measuring the connectedness of financial firms4,694 cited
  • 2007All That Glitters: The Effect of Attention and News on the Buying Behavior of Individual and Institutional Investors4,550 cited
  • 2008Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets3,131 cited
  • 2011In Search of Attention3,088 cited
  • 2005Time Varying Structural Vector Autoregressions and Monetary Policy3,044 cited
  • 2012Uncertainty about Government Policy and Stock Prices2,327 cited

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2020
COVID-19 pandemic, oil prices, stock market, geopolitical risk and policy uncertainty nexus in the US economy: Fresh evidence from the wavelet-based approach
1,488 cited
  • 2006Investor attention, overconfidence and category learning1,451 cited
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    • 2023Return and volatility properties: Stylized facts from the universe of cryptocurrencies and NFTs59 cited
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