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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…
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Keywords:
major asset;
coherence;
nfts major;
asset classes ... See more keywords