Connectedness and portfolio hedging between NFTs segments, American stocks and cryptocurrencies Nexus
| Year of publication: |
2024
|
|---|---|
| Authors: | BenMabrouk, Houda ; Sassi, Syrine ; Soltane, Feriel ; Abid, Ilyes |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier Science, ISSN 1057-5219, ZDB-ID 2029229-6. - Vol. 91.2024, Art.-No. 102959, p. 1-9
|
| Subject: | Cryptocurrencies | Hedging effectiveness | Long short-term memory (LSTM) | Non-fungible tokens (NFTs) | Spillover | Hedging | Virtuelle Währung | Virtual currency | Portfolio-Management | Portfolio selection |
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