Dependence structure between NFT, DeFi and cryptocurrencies in turbulent times: An Archimax copula approach

Author:

Fakhfekh Mohamed,Bejaoui Azza,Bariviera Aurelio F.ORCID,Jeribi Ahmed

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference86 articles.

1. Tail risk measurement in crypto-asset markets;Ahelegbey;International Review of Financial Analysis,2021

2. Asymmetric tail dependence in cryptocurrency markets: A model-free approach;Ahn;Finance Research Letters,2022

3. Are islamic gold-backed cryptocurrencies different?;Aloui;Finance Research Letters,2021

4. Non-fungible token (NFT) markets on the Ethereum blockchain: temporal development, cointegration and interrelations;Ante;Economics of Innovation and New Technology,2023

5. Covid-19 impact on cryptocurrencies: Evidence from a wavelet-based Hurst exponent;Arouxet;Physica A. Statistical Mechanics and its Applications,2022

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