Volatility spillover and connectedness among REITs, NFTs, cryptocurrencies and other assets: Portfolio implications-Reference-Cited by-同舟云学术

Volatility spillover and connectedness among REITs, NFTs, cryptocurrencies and other assets: Portfolio implications

Published:2023-03-27 Issue:2 Volume:52 Page:83-105
ISSN:1029-3523
Container-title:Investment Analysts Journal
language:en
Short-container-title:Investment Analysts Journal

Author:

Alam Masud¹^ORCID,Chowdhury Mohammad Ashraful Ferdous²^ORCID,Abdullah Mohammad³^ORCID,Masih Mansur⁴^ORCID

Affiliation:

1. Department of Economics, Shahjalal University of Science and Technology, Sylhet, Bangladesh

2. Interdisciplinary Research Center (IRC) for Finance and Digital Economy, KFUPM Business School, King Fahd University of Petroleum and Minerals (KFUPM), Dhahran, Saudi Arabia

3. Faculty of Business and Management, Universiti Sultan Zainal Abidin, Malaysia

4. Finance/Islamic Finance, UniKL Business School, Kuala Lumpur, Malaysia

Publisher

Informa UK Limited

Subject

Economics and Econometrics,Finance,Accounting

Link

https://www.tandfonline.com/doi/pdf/10.1080/10293523.2023.2179161

Reference70 articles.

1. The asymmetric effect of COVID-19 government interventions on global stock markets: New evidence from QARDL and threshold regression approaches

2. Spillovers and contagion between BRIC and G7 markets: New evidence from time-frequency analysis

3. NFTs and asset class spillovers: Lessons from the period around the COVID-19 pandemic

4. How resilient are REITs to a pandemic? The COVID-19 effect

5. Economic Policy Uncertainty, U.S. Real Housing Returns and Their Volatility: A Nonparametric Approach

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