Dynamic spillovers and portfolio risk management between defi and metals: Empirical evidence from the Covid-19

Resources Policy, Journal Year: 2023, Volume and Issue: 83, P. 103672 - 103672

Published: May 19, 2023

Language: Английский

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Frequency connectedness between FinTech, NFT and DeFi: Considering linkages to investor sentiment

International Review of Financial Analysis, Journal Year: 2023, Volume and Issue: 90, P. 102925 - 102925

Published: Sept. 7, 2023

Language: Английский

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From cryptos to consciousness: Dynamics of return and volatility spillover between green cryptocurrencies and G7 markets

Finance research letters, Journal Year: 2023, Volume and Issue: 60, P. 104899 - 104899

Published: Dec. 20, 2023

Language: Английский

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Interconnectivity among cryptocurrencies, NFTs, and DeFi: Evidence from the Russia-Ukraine conflict

The North American Journal of Economics and Finance, Journal Year: 2023, Volume and Issue: 68, P. 101983 - 101983

Published: July 29, 2023

We examine the linkages between fifteen major cryptocurrencies, NFTs, and DeFi assets before during Russia-Ukraine military conflict, using TVP-VAR framework. observe a high level of spillovers in pre-conflict period that persists confrontation. However, topology network connectedness changes conflict as several digital are seen to alter their status from net recipient transmitter vice-versa. Additionally, we report stronger transmitting receiving vis-à-vis full sample observed conflict. Ethereum, Chainlink, Bancor, BAT, Bitcoin (Decentraland, Maker, DigiByte, XRP) consistent transmitters (receivers) return spillovers. Chainlink BAT (Bitcoin volatility innovations. an asset class, play important role absorption shock coming NFTs assets. The classes least associated with one another those pair DeFi-cryptocurrencies. findings have valuable implications for investors, portfolio managers, policymakers.

Language: Английский

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Spillover dynamics in DeFi, G7 banks, and equity markets during global crises: A TVP-VAR analysis

Research in International Business and Finance, Journal Year: 2024, Volume and Issue: 70, P. 102405 - 102405

Published: May 27, 2024

Decentralized finance (DeFi) has become of significant interest for investors in both the financial and digital sectors. We use a time-varying parameter vector autoregression (TVP-VAR) approach to estimate static dynamic connections between within DeFi, G7 banking, equity markets. focus on critical events such as COVID-19 pandemic, cryptocurrency bubble, Russia-Ukraine conflict. The results highlight interconnectedness spillovers markets, especially during pandemic. Notably, there were spillover effects from banking markets Japan DeFi assets. findings demonstrate robust connection platforms, stock throughout these tumultuous periods. Policymakers, investors, entrepreneurs are recommended keep close eye changes traditional adjust risk

Language: Английский

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The nexus between ReFi, carbon, fossil energy, and clean energy assets: Quantile time–frequency connectedness and portfolio implications

Energy Economics, Journal Year: 2024, Volume and Issue: 132, P. 107456 - 107456

Published: March 4, 2024

Language: Английский

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Extreme connectedness between cryptocurrencies and non-fungible tokens: portfolio implications

Financial Innovation, Journal Year: 2024, Volume and Issue: 10(1)

Published: April 8, 2024

Abstract We analyze the connectedness between major cryptocurrencies and nonfungible tokens (NFTs) for different quantiles employing a time-varying parameter vector autoregression approach. find that lower upper quantile spillovers are higher than those at median, meaning augments extremes. For normal, bearish, bullish markets, Bitcoin Cash, Bitcoin, Ethereum, Litecoin consistently remain net transmitters, while NFTs receive innovations. However, spillover topology both extremes becomes simpler—from to NFTs. no markets useful mitigating BTC risks, whereas is capable of reducing risk other digital assets, which valuable insight market players investors.

Language: Английский

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Resolving an Enigma of FinTech, Digital Assets and Electronic Commerce: Insight to Time-varying Dynamic Connectedness

FIIB Business Review, Journal Year: 2025, Volume and Issue: unknown

Published: Jan. 7, 2025

This study investigates the interconnectedness among FinTech, digital assets and e-commerce stocks, offering profound insights into complex financial ecosystem. Utilizing advanced Time-Varying Parameter Vector Autoregression Baruník–Krehlik (2018) models, research uncovers relationships interconnected dynamics amongst these innovative asset classes. The results highlight Mastercard’s pivotal role as both a significant receiver transmitter of shocks within market, contrasting with Tencent’s demonstrated resilience diversification capabilities across various frequencies. These fundamental discoveries aid investors, portfolio managers policy analysts in navigating markets more strategically, fostering informed investment decisions robust risk mitigation strategies volatile environments.

Language: Английский

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A review on artificial intelligence thermal fluids and the integration of energy conservation with blockchain technology

Discover Sustainability, Journal Year: 2025, Volume and Issue: 6(1)

Published: April 10, 2025

Language: Английский

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How connected is the crypto market risk to investor sentiment?

Finance research letters, Journal Year: 2023, Volume and Issue: 56, P. 104177 - 104177

Published: July 4, 2023

Language: Английский

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