The return and volatility connectedness of NFT segments and media coverage : fresh evidence based on news about the Covid-19 pandemic
Year of publication: |
2022
|
---|---|
Authors: | Umar, Zaghum ; Abrar, Afsheen ; Zaremba, Adam ; Teplova, Tamara V. ; Vo Xuan Vinh |
Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 49.2022, p. 1-12
|
Subject: | connectedness | COVID-19 | media coverage | non-fungible tokens (NFT) | spillover | Coronavirus | Mediale Berichterstattung | Media coverage | Volatilität | Volatility | Kommunikationsmedien | Communication media | Spillover-Effekt | Spillover effect | Ankündigungseffekt | Announcement effect | Wirkungsanalyse | Impact assessment | Epidemie | Epidemic |
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