Blockchain market and eco-friendly financial assets : dynamic price correlation, connectedness and spillovers with portfolio implications
Emmanuel Joel Aikins Abakah, GM Wali Ullah, Oluwasegun B. Adekoya, Christiana Osei Bonsu, Mohammad Abdullah
| Year of publication: |
2023
|
|---|---|
| Authors: | Abakah, Emmanuel Joel Aikins ; Wali Ullah, G. M. ; Adekoya, Oluwasegun B. ; Bonsu, Christiana Osei ; Abdullah, Mohammad |
| Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 87.2023, p. 218-243
|
| Subject: | Cryptocurrency | DeFi | NFTs | Quantile VAR dependence | Wavelets correlation | Virtuelle Währung | Virtual currency | Korrelation | Correlation | Portfolio-Management | Portfolio selection | Blockchain | Spillover-Effekt | Spillover effect | Theorie | Theory | VAR-Modell | VAR model | Finanzmarkt | Financial market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.iref.2023.04.028 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014472075