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Dependence structure between NFT, DeFi and cryptocurrencies in turbulent times: An Archimax copula approach
16 references·0 citing·36 second hop
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References

  • 2020Financial markets under the global pandemic of COVID-192,349 cited
  • 1993Time-Varying Distributions and Dynamic Hedging with Foreign Currency Futures1,528 cited
  • 2016On the hedge and safe haven properties of Bitcoin: Is it really more than a diversifier?1,441 cited
  • 2017Exploring the Dynamic Relationships between Cryptocurrencies and Other Financial Assets1,342 cited
  • 1996Modeling and pricing long memory in stock market volatility1,208 cited
  • 1994Use of Cumulative Sums of Squares for Retrospective Detection of Changes of Variance1,180 cited
  • 1990Heteroskedasticity in Stock Return Data: Volume versus GARCH Effects1,113 cited
  • 2018Bitcoin is not the New Gold – A comparison of volatility, correlation, and portfolio performance832 cited
  • 2020Safe haven or risky hazard? Bitcoin during the Covid-19 bear market832 cited
  • 1993A Model of Intertemporal Asset Prices Under Asymmetric Information714 cited
  • 2018Is Bitcoin a Hedge or Safe-Haven for Currencies? An Intraday Analysis551 cited
  • 2021Is non-fungible token pricing driven by cryptocurrencies?550 cited
  • 2020Bitcoin, gold, and commodities as safe havens for stocks: New insight through wavelet analysis524 cited
  • 2020Co-movement of COVID-19 and Bitcoin: Evidence from wavelet coherence analysis476 cited

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  • 1994Use of Cumulative Sums of Squares for Retrospective Detection of Changes of Variance399 cited
  • 2018Conditional Tail-Risk in Cryptocurrency Markets384 cited
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