Assessing connectedness of transportation cryptocurrencies and transportation stocks: Evidence from wavelet quantile correlation

Finance research letters, Год журнала: 2023, Номер 58, С. 104504 - 104504

Опубликована: Сен. 23, 2023

Язык: Английский

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Dynamic spillovers between leading cryptocurrencies and derivatives tokens: Insights from a quantile VAR approach

International Review of Financial Analysis, Год журнала: 2024, Номер 94, С. 103156 - 103156

Опубликована: Март 6, 2024

Язык: Английский

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Impact of tokenization on financial investments: Exploring connectedness through the case of transport and travel/tourism sectors

Finance research letters, Год журнала: 2024, Номер 62, С. 105221 - 105221

Опубликована: Март 11, 2024

Язык: Английский

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Sentiment matters: the effect of news-media on spillovers among cryptocurrency returns

European Journal of Finance, Год журнала: 2024, Номер 30(14), С. 1577 - 1613

Опубликована: Март 11, 2024

This paper explores the relationship between news media sentiment and spillover effects in cryptocurrency market. By employing a time-varying parameter vector autoregressive model, we initially develop measures of specific to individual cryptocurrencies. Subsequently, employ unique data on cryptocurrency-specific assess its impact these using panel fixed regression analysis. Our findings indicate that plays significant role explaining dynamics within Unlike traditional assets, it appears only positive affects spillovers among cryptocurrencies, suggesting an asymmetric effect. Taking into account various characteristics find sentiment's is more pronounced community-based coins than those driven by firms. An examination content suggests pertaining emotional risk aspects cryptocurrencies predominantly influences spillovers. Additionally, comparative analysis derived from social sources reveals stronger influence former effects. Through extensive robustness checks, our research consistently affirms pivotal driving returns, underlining importance understanding

Язык: Английский

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Exploring volatility interconnections between AI tokens, AI stocks, and fossil fuel markets: evidence from time and frequency-based connectedness analysis

Energy Economics, Год журнала: 2024, Номер 133, С. 107490 - 107490

Опубликована: Март 20, 2024

Язык: 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, Год журнала: 2024, Номер 70, С. 102405 - 102405

Опубликована: Май 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

Язык: Английский

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The Quantile Connectedness of the International Housing Market

Journal of International Money and Finance, Год журнала: 2025, Номер 152, С. 103266 - 103266

Опубликована: Янв. 9, 2025

Язык: Английский

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Tokens and cryptocurrencies: Evidence from asymmetric frequency connectedness approach

Research in International Business and Finance, Год журнала: 2025, Номер unknown, С. 102884 - 102884

Опубликована: Апрель 1, 2025

Язык: Английский

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Connectedness between travel & tourism tokens, tourism equity, and other assets

Finance research letters, Год журнала: 2022, Номер 53, С. 103595 - 103595

Опубликована: Дек. 16, 2022

Язык: Английский

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Integration between asset management tokens, asset management stock, and other financial markets: Evidence from TVP-VAR modeling

Finance research letters, Год журнала: 2023, Номер 57, С. 104276 - 104276

Опубликована: Июль 26, 2023

Язык: Английский

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