Metaverse tokens or metaverse stocks – Who’s the boss? DOI
David Y. Aharon, Ilan Alon,

Oleg Vakhromov

et al.

Research in International Business and Finance, Journal Year: 2024, Volume and Issue: 69, P. 102259 - 102259

Published: Feb. 5, 2024

Language: Английский

Reputational contagion and the fall of FTX: Examining the response of tokens to the delegitimization of FTT DOI
Imran Yousaf, John W. Goodell

Finance research letters, Journal Year: 2023, Volume and Issue: 54, P. 103704 - 103704

Published: Feb. 15, 2023

Language: Английский

Citations

45
Impact of climate policy uncertainty on return spillover among green assets and portfolio implications DOI
Son Duy Pham, Thao T.T. Nguyen, Hung Xuan

et al.

Energy Economics, Journal Year: 2024, Volume and Issue: 134, P. 107631 - 107631

Published: May 16, 2024

Language: Английский

Citations

25
Connectedness across meme assets and sectoral markets: Determinants and portfolio management DOI
Ahmed H. Elsayed, Mohammad Enamul Hoque, Mabruk Billah

et al.

International Review of Financial Analysis, Journal Year: 2024, Volume and Issue: 93, P. 103177 - 103177

Published: March 8, 2024

Language: Английский

Citations

19
Quantifying the volatility spillover dynamics between financial stress and US financial sectors: Evidence from QVAR connectedness DOI Creative Commons
Mohammad Enamul Hoque, Mabruk Billah, Burcu Kapar

et al.

International Review of Financial Analysis, Journal Year: 2024, Volume and Issue: 95, P. 103434 - 103434

Published: July 1, 2024

This study uses quantile vector-autoregressive to examine volatility connectedness among a global financial stress index (including five categories: credit, equity valuation, funding, safe assets, and volatility) US sectors under low, moderate, extreme conditions. The dataset includes the special periods covering crisis, China COVID-19 pandemic, Russian–Ukrainian war, Silicon Valley Bank failure, Credit Suisse bank crisis. findings imply that spillover effects series are higher during than low moderate periods. During of volatility, credit category sector indices net shock transmitters, but periods, become receivers alongside funding categories indices. also exhibit recipient roles at levels those

Language: Английский

Citations

19
Return and volatility properties: Stylized facts from the universe of cryptocurrencies and NFTs DOI
Bikramaditya Ghosh, Elie Bouri, Jung Bum Wee

et al.

Research in International Business and Finance, Journal Year: 2023, Volume and Issue: 65, P. 101945 - 101945

Published: April 1, 2023

Language: Английский

Citations

39
Artificial intelligence-based tokens: Fresh evidence of connectedness with artificial intelligence-based equities DOI
Francisco Jareño, Imran Yousaf

International Review of Financial Analysis, Journal Year: 2023, Volume and Issue: 89, P. 102826 - 102826

Published: Aug. 2, 2023

Language: Английский

Citations

34
Interconnectedness between healthcare tokens and healthcare stocks: Evidence from a quantile VAR approach DOI
Imran Yousaf, Linh Pham, John W. Goodell

et al.

International Review of Economics & Finance, Journal Year: 2023, Volume and Issue: 86, P. 271 - 283

Published: March 11, 2023

Language: Английский

Citations

32
Frequency connectedness between FinTech, NFT and DeFi: Considering linkages to investor sentiment DOI
Samet Günay, John W. Goodell, Shahnawaz Muhammed

et al.

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

Published: Sept. 7, 2023

Language: Английский

Citations

31
Unveiling interconnectedness: Exploring higher-order moments among energy, precious metals, industrial metals, and agricultural commodities in the context of geopolitical risks and systemic stress DOI
Jinxin Cui, Aktham Maghyereh

Journal of commodity markets, Journal Year: 2023, Volume and Issue: 33, P. 100380 - 100380

Published: Dec. 15, 2023

Language: Английский

Citations

27
Extreme spillovers between insurance tokens and insurance stocks: Evidence from the quantile connectedness approach DOI Creative Commons
Imran Yousaf, Francisco Jareño, María‐Isabel Martínez‐Serna

et al.

Journal of Behavioral and Experimental Finance, Journal Year: 2023, Volume and Issue: 39, P. 100823 - 100823

Published: May 30, 2023

This study examines potential tail spillovers between insurance tokens and conventional stocks using the quantile connectedness approach by Ando et al. (2022). In particular, this explores static dynamic at lower upper tails of return distribution. line with previous studies, within market may show positive but low levels. Furthermore, our findings confirm a higher sensitivity system both distribution in comparison median (Q=0.50). As expected, measures change over time, intensifying extremes finding is confirmed robustness test that consists analyzing RTD (Relative Tail Dependence) measure, as we reject symmetric response, since its values are clearly different from zero most sample period. These results interest to portfolio managers, will allow them suggest adjustments investment portfolios according evolution found.

Language: Английский

Citations

25