Citation map · Study

SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

NFTs, DeFi, and other assets efficiency and volatility dynamics: An asymmetric multifractality analysis

16 references·6 citing·37 second hop

FromToDepth

this work references cited by second hop

References

1986Generalized autoregressive conditional heteroskedasticity22,329 cited
1970Efficient Capital Markets: A Review of Theory and Empirical Work13,616 cited
1993On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks9,041 cited
2002Multifractal detrended fluctuation analysis of nonstationary time series3,650 cited
1994Threshold heteroskedastic models2,294 cited
2016The Inefficiency of Bitcoin1,292 cited
1994Fractal Market Analysis: Applying Chaos Theory to Investment and Economics983 cited
2021Is non-fungible token pricing driven by cryptocurrencies?550 cited
2009Quantifying cross-correlations using local and global detrending approaches424 cited
2021Static and Dynamic Connectedness Between NFTs, Defi and Other Assets: Portfolio Implication314 cited
2022Examining the interrelatedness of NFTs, DeFi tokens and cryptocurrencies291 cited
2018Efficiency, multifractality, and the long-memory property of the Bitcoin market: A comparative analysis with stock, currency, and gold markets287 cited
2021NFTs and asset class spillovers: Lessons from the period around the COVID-19 pandemic274 cited
2009Analysis of efficiency for Shenzhen stock market based on multifractal detrended fluctuation analysis229 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

2021Understanding digital bubbles amidst the COVID-19 pandemic: Evidence from DeFi and NFTs189 cited

2022Covid-19 impact on NFTs and major asset classes interrelations: Insights from the wavelet coherence analysis175 cited

Cited by

2023Extreme return and volatility connectedness among real estate tokens, REITs, and other assets: The role of global factors and portfolio implications69 cited
2024Evaluating the sophisticated digital assets and cryptocurrencies capacities of substituting international currencies in inflationary eras69 cited
2023Blockchain market and eco-friendly financial assets: Dynamic price correlation, connectedness and spillovers with portfolio implications61 cited
2024Spillover dynamics in DeFi, G7 banks, and equity markets during global crises: A TVP-VAR analysis43 cited
2023RETRACTED: The role of feature importance in predicting corporate financial distress in pre and post COVID periods: Evidence from China42 cited
2024What drives the return and volatility spillover between DeFis and cryptocurrencies?24 cited