Risk contagion of NFT : a time-frequency risk spillover perspective in the Carbon-NFT-Stock system
Jiatong Liu, You Zhu, Gang-Jin Wang, Chi Xie, Qilin Wang
| Year of publication: |
2024
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| Authors: | Liu, Jiatong ; Zhu, You ; Wang, Gang-Jin ; Chi, Xie ; Wang, Qilin |
| Published in: |
Finance research letters. - New York : Elsevier Science, ISSN 1544-6123, ZDB-ID 2145766-9. - Vol. 59.2024, Art.-No. 104765, p. 1-10
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| Subject: | Carbon-NFT-Stock system | Extreme risk spillover | Risk contagion | Time-frequency analysis | Risiko | Risk | Spillover-Effekt | Spillover effect | Ansteckungseffekt | Contagion effect | Risikomanagement | Risk management | Volatilität | Volatility | Theorie | Theory | Systemrisiko | Systemic risk | Finanzkrise | Financial crisis |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2023.104765 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014445243