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Please use this identifier to cite or link to this item: https://digital.lib.ueh.edu.vn/handle/UEH/65180
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dc.contributor.authorZaghum Umar-
dc.contributor.otherWafa Alwahedi-
dc.contributor.otherAdam Zaremba-
dc.contributor.otherVo Xuan Vinh-
dc.date.accessioned2022-10-27T02:33:40Z-
dc.date.available2022-10-27T02:33:40Z-
dc.date.issued2022-
dc.identifier.issn2214-6350-
dc.identifier.urihttps://digital.lib.ueh.edu.vn/handle/UEH/65180-
dc.description.abstractNon-fungible tokens (NFTs) have garnered attention from investors and the general public. This pioneering study analyzes the connectedness of five NFT segments by employing the TVP-VAR based connectedness approach of Antonakakis et al. (2020) to identify the transmitter and receivers of spillover for both return and volatility of NFT segments. Our results show that Utility NFTs are the main transmitter of spillover, whereas the collectible NFTs are the main recipient of spillover for both return and volatility. Our findings have important implications for both investors and policy makers.en
dc.formatPortable Document Format (PDF)-
dc.language.isoeng-
dc.publisherElsevier B.V.-
dc.relation.ispartofJournal of Behavioral and Experimental Finance-
dc.relation.ispartofseriesVol. 35-
dc.rightsElsevier B.V.-
dc.subjectReturn connectednessen
dc.subjectCOVID-19en
dc.subjectNon-fungible tokensen
dc.subjectNFT spilloveren
dc.titleReturn and volatility connectedness of the non-fungible tokens segmentsen
dc.typeJournal Articleen
dc.identifier.doihttps://doi.org/10.1016/j.jbef.2022.100692-
ueh.JournalRankingScopus-
item.languageiso639-1en-
item.openairetypeJournal Article-
item.openairecristypehttp://purl.org/coar/resource_type/c_18cf-
item.cerifentitytypePublications-
item.grantfulltextnone-
item.fulltextOnly abstracts-
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