The Dynamics of Connectivity between Traditional Cryptocurrencies and NFTs: Validation of the Connectivity Model by Quantiles and Frequencies
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More about this item
Keywords
COVID-19 pandemic; TVP-VAR; Russian-Ukrainian conflict; NFT; cryptocurrencies; frequency connectedness.;All these keywords.
JEL classification:
- G01 - Financial Economics - - General - - - Financial Crises
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- Q02 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - General - - - Commodity Market
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