Yousaf, Imran; Youssef, Manel; Gubareva, Mariya - In: Financial innovation : FIN 10 (2024), pp. 1-22
This study investigates the static and dynamic return and volatility spillovers between non-fungible tokens (NFTs) and conventional currencies using the time varying parameter vector autoregressions approach. We reveal that the total connectedness between these markets is weak, implying that...