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Please use this identifier to cite or link to this item: https://digital.lib.ueh.edu.vn/handle/UEH/65323
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dc.contributor.authorZaghum Umar-
dc.contributor.otherAfsheen Abrar-
dc.contributor.otherAdam Zaremba-
dc.contributor.otherTamara Teplova-
dc.contributor.otherVo Xuan Vinh-
dc.date.accessioned2022-10-27T02:34:12Z-
dc.date.available2022-10-27T02:34:12Z-
dc.date.issued2022-
dc.identifier.issn1544-6123-
dc.identifier.urihttps://digital.lib.ueh.edu.vn/handle/UEH/65323-
dc.description.abstractWe study the relationship between return and volatility of non-fungible tokens (NFT) segments and media coverage during the outbreak of the COVID-19 pandemic in a connectedness framework. We document media coverage as a net transmitter of spillover for both the return and volatility of NFT segments. We find that NFTs representing the Utilities segment is a major transmitter of spillover. Our findings have important implications for portfolio managers, regulators, and policymakers.en
dc.formatPortable Document Format (PDF)-
dc.language.isoeng-
dc.publisherElsevier Inc.-
dc.relation.ispartofFinance Research Letters-
dc.relation.ispartofseriesVol. 49-
dc.rightsElsevier Inc.-
dc.subjectConnectednessen
dc.subjectCOVID-19en
dc.subjectNon-fungible tokens (NFT)en
dc.subjectSpilloveren
dc.subjectMedia coverageen
dc.titleThe return and volatility connectedness of NFT segments and media coverage: Fresh evidence based on news about the COVID-19 pandemicen
dc.typeJournal Articleen
dc.identifier.doihttps://doi.org/10.1016/j.frl.2022.103031-
ueh.JournalRankingScopus, ISI-
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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