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Correction To: Time–Frequency Connectedness Among NFT Assets

Author

Listed:
  • Rayenda Khresna Brahmana

    (School of Economics, Finance, and Accounting, Coventry University)

  • Xiu Wei Yeap

    (Business Department, James Cook University Singapore)

  • Hooi Hooi Lean

    (Economics Program, School of Social Sciences, Universiti Sains Malaysia)

Abstract

This paper explores the evolving dynamics of NFT Assets, focusing on their interdependence within digital asset portfolios. Utilizing a time–frequency connectedness approach, we investigate the direction of return spillovers among five NFT assets and observe that these spillovers change over time. Practically, the purpose is to reveal the portfolio benefits within NFT assets. Our analysis reveals that ENJ and MANA are identified as assets that primarily influence or transmit effects (net transmitter) to other related assets in the NFT ecosystem. DGB, THETA, and WAXP tend to receive or absorb changes from the broader NFT asset dynamics (net receivers). Furthermore, our analysis reveals that short-term shock transmissions predominantly drive asset connectedness, with limited influence from medium and long-term factors. These findings underscore the dynamic nature of NFT assets, highlighting the importance of adopting a flexible portfolio management and risk assessment approach.
(This abstract was borrowed from another version of this item.)

Suggested Citation

  • Rayenda Khresna Brahmana & Xiu Wei Yeap & Hooi Hooi Lean, 2025. "Correction To: Time–Frequency Connectedness Among NFT Assets," Computational Economics, Springer;Society for Computational Economics, vol. 66(6), pages 5015-5015, December.
  • Handle: RePEc:kap:compec:v:66:y:2025:i:6:d:10.1007_s10614-025-10910-7
    DOI: 10.1007/s10614-025-10910-7
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