This paper examines extreme return and volatility connectedness among real estate tokens,
REITs, and other assets while accounting for global uncertainties' effect on connectedness …

This study applies a set of measures developed by Diebold and Yilmaz (2012, 2016) to
examine connectedness via return and volatility spillovers across six large cryptocurrencies …

This study examines the connectedness in high-order moments between cryptocurrency,
major stock (US, UK, Eurozone, and Japan), and commodity (gold and oil) markets. Using …

In this paper, we analyze the quantile return connectedness between the real estate tokens
(PROPY, LATOKEN, ATLANT, IHT Real Estate Protocol) and other asset classes, namely oil …

In this paper, we investigate the time-varying interconnectedness of international Real
Estate Investment Trusts (REITs) markets using daily REIT prices in twelve major REIT …

This study investigates tail dependence among five major cryptocurrencies, namely Bitcoin,
Ethereum, Litecoin, Ripple, and Bitcoin Cash, and uncertainties in the gold, oil, and equity …

This paper analyzes the connectedness among bitcoin, gold, and crude oil between 3
January 2017 and 31 December 2019. The paper's motivation is based upon the idea that …

In the present paper, we investigate connectedness within cryptocurrency markets as well as
across the Bitcoin index (hereafter, BPI) and widely traded asset classes such as traditional …

We investigate the return and volatility spillovers among NFTs, REITs, and other major
financial assets from January 2019 to November 2022, using connectedness approaches …

This article is the first one to examine the moderating role of bitcoin sentiment indices on the
short term and long-term time–frequency-based good and bad network connectedness of all …