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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| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
SpringerOpen
2025-01-01
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| Series: | Financial Innovation |
| Subjects: | |
| Online Access: | https://doi.org/10.1186/s40854-024-00718-z |
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