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Frequency connectedness between DeFi and cryptocurrency markets · Study

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ArticleFrequency connectedness between DeFi and cryptocurrency markets

Walid Mensi2023

OA

Articlebronze2023

Frequency connectedness between DeFi and cryptocurrency markets

Walid Mensi · Mariya Gubareva · Sang Hoon Kang

47 citations·0/0 files stored·The Quarterly Review of Economics and Finance

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Financial Risk and Volatility Modeling Market Dynamics and Volatility COVID-19 Pandemic Impacts

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References

1992Testing the null hypothesis of stationarity against the alternative of a unit root 2011Better to give than to receive: Predictive directional measurement of volatility spillovers 1996Impulse response analysis in nonlinear multivariate models 2018Measuring the Frequency Dynamics of Financial Connectedness and Systemic Risk*2021Is non-fungible token pricing driven by cryptocurrencies?2021Static and Dynamic Connectedness Between NFTs, Defi and Other Assets: Portfolio Implication 2019Volatility spillover effects in leading cryptocurrencies: A BEKK-MGARCH analysis 2022Examining the interrelatedness of NFTs, DeFi tokens and cryptocurrencies

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2024Assessing the connectedness between cryptocurrency environment attention index and green cryptos, energy cryptos, and green financial assets 2024Connectedness between healthcare cryptocurrencies and major asset classes: Implications for hedging and investments strategies

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Details

Year2023

Typearticle

Published2023-11-06

VenueThe Quarterly Review of Economics and Finance

ISSN-L1062-9769

Languageen

Citations47

Files0 public / 0

ShelfFinancial Risk and Volatility Modeling

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doi10.1016/j.qref.2023.11.001

openalex_workW4388442018

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