Return and volatility spillovers between non-fungible tokens and conventional currencies : evidence from the TVP-VAR model
Imran Yousaf, Manel Youssef, and Mariya Gubareva
| Year of publication: |
2025
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|---|---|
| Authors: | Yousaf, Imran ; Youssef, Manel ; Gubareva, Mariya |
| Published in: |
Blockchain, crypto assets, and financial innovation : a decade of insights and advances. - Singapore : Springer Nature Singapore, ISBN 978-981-96-6839-7. - 2025, p. 326-351
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| Subject: | Conventional currencies | Covid-19 | Dynamic return and volatility spillovers | Non-fungible tokens | Static connectedness | TVP-VAR model | Volatilität | Volatility | Spillover-Effekt | Spillover effect | Kapitaleinkommen | Capital income | ARCH-Modell | ARCH model | Wechselkurs | Exchange rate |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Other identifiers: | 10.1007/978-981-96-6839-7_12 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015433282