We examine the dependence between volume and returns for the NFT market and three sub-
markets (Cryptokitties, Cryptopunks, and Decentraland) using both quantile cross-spectral …

This paper provides new evidence on the dynamic dependence and connectedness
between investments in Financial Technology (FinTech) and green assets across different …

The big bang of non-fungible tokens (NFTs) has caused the birth of a brand new era for
digital art. NFTs, driven by blockchain and smart contracts, provide both artists and art …

This paper examines the relationships among cryptocurrency environmental attention and
clean cryptocurrencies prices using Time-Varying Parameter Vector Auto-Regression (TVP …

Purpose Despite the growing recognition of the complex interplay between macroeconomic
shock indexes and stock market dynamics, there is a significant research gap concerning …

Given that the interconnections of NFT and DeFi digital assets with other stablecoins still not
sufficiently studied, this paper is two-fold. We first examine the dynamic conditional …

Purpose This study aims to identify the financial attributes of non-fungible tokens (NFTs) as
safe havens, hedges or diversifiers against traditional (stock indices, foreign exchange, gold …

In this paper, we examine the connectedness between volatilities for various non‐fungible
tokens (NFTs) and developed stock markets during the period from July 1, 2018, to June 15 …

The aim of this paper is to analyze the dynamic relationships binding European financial
market indices over the decade 2013–2022. In particular, we estimate a quantile VAR to …

Following the rise of new blockchain-based assets like NFTs and DeFi tokens, alongside the
high demand for cryptocurrencies, investors are altering the construction of their portfolios by …