Time-frequency extreme risk spillover network of cryptocurrency coins, DeFi tokens and NFTs
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DOI: 10.1016/j.frl.2022.103489
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More about this item
Keywords
Cryptocurrency; DeFi tokens; NFTs; Wavelet; Quantile causality network;All these keywords.
JEL classification:
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
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