Bridging the gap: Uncovering static and dynamic relationships between digital assets and BRICS equity markets

S Ali, NS Al-Nassar, M Naveed - Global Finance Journal, 2024 - Elsevier
This study uniquely explores the link between nonfungible tokens (NFTs) and the stock
markets, providing vital insights for investors to optimize portfolios during global …

[HTML][HTML] Covid-19 impact on NFTs and major asset classes interrelations: Insights from the wavelet coherence analysis

Z Umar, M Gubareva, T Teplova, DK Tran - Finance Research Letters, 2022 - Elsevier
Non-fungible tokens (NFTs) revolutionize crypto-landscape, becoming popular among
investors and general public. This first-ever study of coherence between returns of NFTs and …

Connectedness Between Gold-Backed Cryptocurrencies and the G7 Stock Market Indices During Global Crises: Evidence From the Quantile Vector Autoregression …

Y Snene Manzli, A Jeribi - Journal of Alternative Finance, 2024 - journals.sagepub.com
The recent global crises have heightened financial market instability, surging the need for
diversification, hedging, and safe haven assets to mitigate stock market risks. This study …

NFTs and asset class spillovers: Lessons from the period around the COVID-19 pandemic

DY Aharon, E Demir - Finance Research Letters, 2022 - Elsevier
In this paper, we analyze the connectedness between returns for non-fungible tokens (NFTs)
and other financial assets (equities, bonds, currencies, gold, oil, Ethereum) during the period …

Can NFTs hedge the risk of traditional assets after the COVID-19 pandemic?

W Zhang, T Liu, Y Zhang, S Hamori - The North American Journal of …, 2024 - Elsevier
Our study analyzes the dynamic spillover effects between the NFT market, Bitcoin market, oil
market, gold futures market, S&P 500 stock index, bond market, and US dollar index over …

Exploring the time‐frequency connectedness among non‐fungible tokens and developed stock markets

W Hemrit, N Benlagha, R Ben Arous… - Intelligent Systems in …, 2023 - Wiley Online Library
In this paper, we examine the connectedness between volatilities for various non‐fungible
tokens (NFTs) and developed stock markets during the period from July 1, 2018, to June 15 …

[PDF][PDF] African financial markets in a storm: Cryptocurrency safe havens during the COVID-19 pandemic

SP Kumah, DA Abbam, R Armah… - Journal of Research in …, 2021 - academia.edu
The COVID-19 pandemic provides the first widespread bear market conditions since the
inception of cryptocurrencies. We test the haven properties of cryptocurrencies for African …

[HTML][HTML] Can gold-backed cryptocurrencies have dynamic hedging and safe-haven abilities against DeFi and NFT assets?

R Belguith, YS Manzli, A Bejaoui, A Jeribi - Digital Business, 2024 - Elsevier
Given that the interconnections of NFT and DeFi digital assets with other stablecoins still not
sufficiently studied, this paper is two-fold. We first examine the dynamic conditional …

[HTML][HTML] Connectedness of non-fungible tokens and conventional cryptocurrencies with metals

I Yousaf, M Gubareva, T Teplova - The North American Journal of …, 2023 - Elsevier
Employing the vector auto-regression based on generalized forecast error variance
decomposition, this paper investigates the connectedness of non-fungible tokens (NFTs) …

Interconnected Markets: Exploring the Dynamic Relationship Between BRICS Stock Markets and Cryptocurrency

W Wang, H Wang - arXiv preprint arXiv:2406.07641, 2024 - arxiv.org
This study uses data from the BRICS stock market index, cryptocurrencies, and investor
sentiment indicators from January 6, 2015, to June 29, 2023. BRICS nations emerge as …