Tracing the ties that bind: navigating the static and dynamic connectedness between NFTs and equity markets in ASEAN based on QVAR-approach

Tracing the ties that bind: navigating the static and dynamic connectedness between NFTs and equity markets in ASEAN based on QVAR-approach

Abstract Based on market integration theory, we investigate the static and dynamic connectedness between nonfungible tokens (NFTs) and the Association of Southeast Asian Nations (ASEAN) equity markets using the Quantile Vector Auto Regressive model. We also compute optimal weights and hedge ratios f...

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Bibliographic Details
Main Authors: Muhammad Naveed, Shoaib Ali, Aviral Kumar Tiwari
Format: Article
Language:English
Published: SpringerOpen 2025-01-01
Series:Financial Innovation
Subjects:
NFT
Stocks
ASEAN region
Connectedness
Portfolio construction
QVAR
Online Access:https://doi.org/10.1186/s40854-024-00718-z
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