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Impact of tokenization on financial investments: Exploring connectedness through the case of transport and travel/tourism sectors
15 references·0 citing·43 second hopsampled
Impact of tokenization on financial investments: Exploring connectedness through the case of transport and travel/tourism sectors (2024)Impact of tokenization on financial inves…Extreme connectedness between NFTs and US equity market: A sectoral analysis (2024)Extreme connectedness between…Interconnectedness between healthcare tokens and healthcare stocks: Evidence from a quantile VAR approach (2023)Interconnectedness between he…From cryptos to consciousness: Dynamics of return and volatility spillover between green cryptocurrencies and G7 markets (2023)From cryptos to consciousness…Extreme return and volatility connectedness among real estate tokens, REITs, and other assets: The role of global factors and portfolio implications (2023)Extreme return and volatility…Connectedness between cryptocurrencies using high-frequency data: A novel insight from the Silicon Valley Banks collapse (2023)Connectedness between cryptoc…The connectedness between meme tokens, meme stocks, and other asset classes: Evidence from a quantile connectedness approach (2022)The connectedness between mem…Quantile Connectedness: Modeling Tail Behavior in the Topology of Financial Networks (2022)Quantile Connectedness: Model…Extreme connectedness between renewable energy tokens and fossil fuel markets (2022)Extreme connectedness between…Transport and Tourism Relationship (2021)Transport and Tourism Relatio…Tourism in the Mediterranean Sea (2021)Tourism in the Mediterranean …Extreme return connectedness and its determinants between clean/green and dirty energy investments (2020)Extreme return connectedness …Better to give than to receive: Predictive directional measurement of volatility spillovers (2011)Better to give than to receiv…Modeling Asymmetric Comovements of Asset Returns (1998)Modeling Asymmetric Comovemen…Efficient Tests for an Autoregressive Unit Root (1996)Efficient Tests for an Autore…Time-Varying Distributions and Dynamic Hedging with Foreign Currency Futures (1993)Time-Varying Distributions an…Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Multivariate Simultaneous Generalized ARCH (1995)Asymmetric correlations of equity portfolios (2002)International Asset Allocation With Regime Shifts (2002)Asymmetric Dynamics in the Correlations of Global Equity and Bond Returns (2006)Macroeconomics and Reality (1980)Generalized impulse response analysis in linear multivariate models (1998)Dynamic Conditional Correlation (2002)Measuring the Frequency Dynamics of Financial Connectedness and Systemic Risk* (2018)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Testing for a Unit Root in Time Series Regression (1988)Correlations and volatility spillovers between oil prices and the stock prices of clean energy and technology companies (2011)Financial contagion during COVID–19 crisis (2020)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Time Series Regression with a Unit Root (1987)LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power (2001)Unit root tests for panel data (2001)A simple panel unit root test in the presence of cross‐section dependence (2007)Measuring Economic Policy Uncertainty* (2016)Time-frequency connectedness among clean-energy stocks and fossil fuel markets: Comparison between financial, oil and pandemic crisis (2021)A clean, green haven?—Examining the relationship between clean energy, clean and dirty cryptocurrencies (2022)The spillover effects among fossil fuel, renewables and carbon markets: Evidence under the dual dilemma of climate change and energy crises (2023)Common risk factors in the returns on stocks and bonds (1993)Determining the Number of Factors in Approximate Factor Models (2002)On the network topology of variance decompositions: Measuring the connectedness of financial firms (2014)Connectedness between geopolitical risk, financial instability indices and precious metals markets: Novel findings from Russia Ukraine conflict perspective (2022)Dynamic connectedness among climate change index, green financial assets and renewable energy markets: Novel evidence from sustainable development perspective (2022)Impulse response analysis in nonlinear multivariate models (1996)Asymmetric impacts of geopolitical risk on stock markets: A comparative analysis of the E7 and G7 equities during the Russian-Ukrainian conflict (2023)Exploring downside risk dependence across energy markets: Electricity, conventional energy, carbon, and clean energy during episodes of market crises (2023)Understanding the effects of artificial intelligence on energy transition: The moderating role of Paris Agreement (2024)PORTFOLIO SELECTION* (1952)On the prediction of systemic risk tolerance of cryptocurrencies (2023)Connectedness across meme assets and sectoral markets: Determinants and portfolio management (2024)Sentiment matters: the effect of news-media on spillovers among cryptocurrency returns (2024)Refined Measures of Dynamic Connectedness based on Time-Varying Parameter Vector Autoregressions (2020)Assessing the impact of renewable energy tokens on BRICS stock markets: A new diversification approach (2024)Equity markets and ESG dynamics: Assessing spillovers and portfolio strategies through time-varying parameters (2024)Effect of Russia–Ukraine war sentiment on blockchain and FinTech stocks (2023)Connectedness at extremes between real estate tokens and real estate stocks (2024)Sailing towards sustainability: Connectedness between ESG stocks and green cryptocurrencies (2025)
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References

  • 2011Better to give than to receive: Predictive directional measurement of volatility spillovers5,798 cited
  • 1996Efficient Tests for an Autoregressive Unit Root5,637 cited
  • 1998Modeling Asymmetric Comovements of Asset Returns1,588 cited
  • 1993Time-Varying Distributions and Dynamic Hedging with Foreign Currency Futures1,528 cited
  • 2022Quantile Connectedness: Modeling Tail Behavior in the Topology of Financial Networks831 cited
  • 2020Extreme return connectedness and its determinants between clean/green and dirty energy investments452 cited
  • 2022Extreme connectedness between renewable energy tokens and fossil fuel markets158 cited
  • 2022The connectedness between meme tokens, meme stocks, and other asset classes: Evidence from a quantile connectedness approach101 cited
  • 2023From cryptos to consciousness: Dynamics of return and volatility spillover between green cryptocurrencies and G7 markets73 cited
  • 2023Extreme return and volatility connectedness among real estate tokens, REITs, and other assets: The role of global factors and portfolio implications69 cited
  • 2023Connectedness between cryptocurrencies using high-frequency data: A novel insight from the Silicon Valley Banks collapse46 cited
  • 2023Interconnectedness between healthcare tokens and healthcare stocks: Evidence from a quantile VAR approach43 cited
  • 2024Extreme connectedness between NFTs and US equity market: A sectoral analysis41 cited

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  • 2021Tourism in the Mediterranean Sea17 cited
  • 2021Transport and Tourism Relationship16 cited
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