Time-frequency cross-quantile liquidity connectedness of cryptocurrencies, DeFi tokens and NFTs
Year of publication: |
2025
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Authors: | Deng, Xi ; Zhu, Huiming ; Li, Shuang ; Huang, Zishan ; Huang, Xi |
Published in: |
Applied economics letters. - New York, NY : Routledge, ISSN 1466-4291, ZDB-ID 1484783-8. - Vol. 32.2025, 4, p. 498-504
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Subject: | cross-quantile network | Cryptocurrency | downside and upside | liquidity | spillovers | Virtuelle Währung | Virtual currency | Spillover-Effekt | Spillover effect | Liquidität | Liquidity |
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