Examining the bidirectional ripple effects in the NFT markets: Risky center or hedging center?-Reference-Cited by-同舟云学术

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Examining the bidirectional ripple effects in the NFT markets: Risky center or hedging center?

Published:2024-03 Issue: Volume:41 Page:100904
ISSN:2214-6350
Container-title:Journal of Behavioral and Experimental Finance
language:en
Short-container-title:Journal of Behavioral and Experimental Finance

Author:

Zhang Xu,Naeem Muhammad Abubakr,Du Yuting,Rauf Abdul

Funder

National Natural Science Foundation of China

China Postdoctoral Science Foundation

Social Science Foundation of Jiangsu Province

Publisher

Elsevier BV

Reference73 articles.

1. CoVaR;Adrian;Am. Econ. Rev.,2016

2. Do investor sentiments drive cryptocurrency prices?;Akyildirim;Econ. Lett.,2021

3. Quantile connectedness: modelling tail behaviour in the topology of financial networks;Ando;Manag. Sci.,2022

4. Realized higher-order moments spillovers across cryptocurrencies;Apergis;J. Int. Financ. Mark., Inst. Money,2023

5. Can green investment funds hedge climate risk?;Arfaoui;Financ. Res. Lett.,2024

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1. Inter- and intra-connectedness between energy, gold, Bitcoin, and Gulf cooperation council stock markets: New evidence from various financial crises;Research in International Business and Finance;2025-01

2. Quantifying the volatility spillover dynamics between financial stress and US financial sectors: Evidence from QVAR connectedness;International Review of Financial Analysis;2024-10

3. Navigating median and extreme volatility in stock markets: Implications for portfolio strategies;International Review of Economics & Finance;2024-09

4. Unravelling systemic risk commonality across cryptocurrency groups;Finance Research Letters;2024-07

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