Covid-19 impact on NFTs and major asset classes interrelations: insights from the wavelet coherence analysis
Sign Up to like & getrecommendations! Published in 2022 at "Finance Research Letters"
DOI: 10.1016/j.frl.2022.102725
Abstract: Non-fungible tokens (NFTs) revolutionize crypto-landscape, becoming popular among investors and general public. This first-ever study of coherence between returns of NFTs and major assets employs the wavelet approach. The pairwise returns coherence between the considered… read more here.
Keywords: major asset; coherence; nfts major; asset classes ... See more keywords
Return and volatility spillovers between Bitcoin and other asset classes in Turkey
Sign Up to like & getrecommendations! Published in 2019 at "EuroMed Journal of Business"
DOI: 10.1108/emjb-10-2018-0066
Abstract: Purpose With a substantial return and volatility characteristic of Bitcoin, which may be seen as a new category of investment assets, better understanding of the nature of return and volatility spillover can help investors and… read more here.
Keywords: volatility; asset classes; return volatility; bitcoin ... See more keywords
Co-volatility dynamics in global cryptocurrency and conventional asset classes: a multivariate stochastic factor volatility approach
Sign Up to like & getrecommendations! Published in 2024 at "Studies in Economics and Finance"
DOI: 10.1108/sef-06-2023-0339
Abstract: Purpose This study aims to investigate the co-volatility patterns between cryptocurrencies and conventional asset classes across global markets, encompassing 26 global indices ranging from equities, commodities, real estate, currencies and bonds. Design/methodology/approach It used a… read more here.
Keywords: asset classes; asset; volatility; volatility dynamics ... See more keywords