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Extreme spillovers between insurance tokens and insurance stocks: Evidence from the quantile connectedness approach
16 references·2 citing·35 second hop
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References

  • 1998Generalized impulse response analysis in linear multivariate models6,129 cited
  • 2011Better to give than to receive: Predictive directional measurement of volatility spillovers5,798 cited
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  • 2021Token-based platform finance222 cited
  • 2018Can cryptocurrencies be a safe haven: a tail risk perspective analysis

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207 cited
  • 2022Connectedness among major cryptocurrencies in standard times and during the COVID-19 outbreak176 cited
  • 2020Are stablecoins truly diversifiers, hedges, or safe havens against traditional cryptocurrencies as their name suggests?171 cited
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    • 2024Dynamic spillovers between leading cryptocurrencies and derivatives tokens: Insights from a quantile VAR approach27 cited
    • 2024Tail risk intersection between tech-tokens and tech-stocks17 cited