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Linkages between DeFi assets and conventional currencies: Evidence from the COVID-19 pandemic

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Cited by:

  1. Huang, Shoujun & Bossman, Ahmed & Gubareva, Mariya & Teplova, Tamara, 2024. "International transmission of shocks and African forex markets," Energy Economics, Elsevier, vol. 131(C).
  2. Bossman, Ahmed & Gubareva, Mariya & Agyei, Samuel Kwaku & Vo, Xuan Vinh, 2024. "Time-frequency comovements between environmental cryptocurrency sentiment and faith-based sectoral stocks," International Review of Economics & Finance, Elsevier, vol. 91(C), pages 699-719.
  3. Gök, Remzi, 2025. "Spillovers between cryptocurrency, DeFi, carbon, and energy markets: A frequency quantile-on-quantile perspective," The Quarterly Review of Economics and Finance, Elsevier, vol. 100(C).
  4. Yousaf, Imran & Yarovaya, Larisa, 2022. "Herding behavior in conventional cryptocurrency market, non-fungible tokens, and DeFi assets," Finance Research Letters, Elsevier, vol. 50(C).
  5. Naeem, Muhammad Abubakr & Karim, Sitara & Tiwari, Aviral Kumar, 2022. "Quantifying systemic risk in US industries using neural network quantile regression," Research in International Business and Finance, Elsevier, vol. 61(C).
  6. Walid Mensi & Mariya Gubareva & Hee-Un Ko & Xuan Vinh Vo & Sang Hoon Kang, 2023. "Tail spillover effects between cryptocurrencies and uncertainty in the gold, oil, and stock markets," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 9(1), pages 1-27, December.
  7. Goodell, John W. & Yadav, Miklesh Prasad & Ruan, Junhu & Abedin, Mohammad Zoynul & Malhotra, Nidhi, 2023. "Traditional assets, digital assets and renewable energy: Investigating connectedness during COVID-19 and the Russia-Ukraine war," Finance Research Letters, Elsevier, vol. 58(PA).
  8. Naeem, Muhammad Abubakr & Shahzad, Mohammad Rahim & Karim, Sitara & Assaf, Rima, 2023. "Tail risk transmission in technology-driven markets," Global Finance Journal, Elsevier, vol. 57(C).
  9. Ata Assaf & Ender Demir & Oguz Ersan, 2025. "What drives the return and volatility spillover between DeFis and cryptocurrencies?," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 30(2), pages 1302-1318, April.
  10. Ghosh, Indranil & Alfaro-Cortés, Esteban & Gámez, Matías & García-Rubio, Noelia, 2023. "Prediction and interpretation of daily NFT and DeFi prices dynamics: Inspection through ensemble machine learning & XAI," International Review of Financial Analysis, Elsevier, vol. 87(C).
  11. Indranil Ghosh & Amith Vikram Megaravalli & Mohammad Zoynul Abedin & Kazim Topuz, 2025. "Prediction and decoding of metaverse coin dynamics: a granular quest using MODWT-Facebook’s prophet-TBATS and XAI methodology," Annals of Operations Research, Springer, vol. 346(3), pages 2423-2459, March.
  12. Bejaoui, Azza & Frikha, Wajdi & Jeribi, Ahmed & Bariviera, Aurelio F., 2023. "Connectedness between emerging stock markets, gold, cryptocurrencies, DeFi and NFT: Some new evidence from wavelet analysis," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 619(C).
  13. Yousaf, Imran & Pham, Linh & Goodell, John W., 2023. "The connectedness between meme tokens, meme stocks, and other asset classes: Evidence from a quantile connectedness approach," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 82(C).
  14. Cevik, Emrah Ismail & Gunay, Samet & Zafar, Muhammad Wasif & Destek, Mehmet Akif & Bugan, Mehmet Fatih & Tuna, Fatih, 2022. "The impact of digital finance on the natural resource market: Evidence from DeFi, oil, and gold," Resources Policy, Elsevier, vol. 79(C).
  15. Mensi, Walid & Gubareva, Mariya & Kang, Sang Hoon, 2024. "Frequency connectedness between DeFi and cryptocurrency markets," The Quarterly Review of Economics and Finance, Elsevier, vol. 93(C), pages 12-27.
  16. André D. Gimenes & Jéfferson A. Colombo & Imran Yousaf, 2023. "Store of value or speculative investment? Market reaction to corporate announcements of cryptocurrency acquisition," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 9(1), pages 1-31, December.
  17. Yousaf, Imran & Jareño, Francisco & Esparcia, Carlos, 2022. "Tail connectedness between lending/borrowing tokens and commercial bank stocks," International Review of Financial Analysis, Elsevier, vol. 84(C).
  18. Jareño, Francisco & Yousaf, Imran, 2023. "Artificial intelligence-based tokens: Fresh evidence of connectedness with artificial intelligence-based equities," International Review of Financial Analysis, Elsevier, vol. 89(C).
  19. Cagli, Efe Caglar & Mandaci, Pinar Evrim, 2023. "Time and frequency connectedness of uncertainties in cryptocurrency, stock, currency, energy, and precious metals markets," Emerging Markets Review, Elsevier, vol. 55(C).
  20. Ali, Shoaib & Ijaz, Muhammad Shahzad & Yousaf, Imran, 2023. "Dynamic spillovers and portfolio risk management between defi and metals: Empirical evidence from the Covid-19," Resources Policy, Elsevier, vol. 83(C).
  21. Laurens Swinkels, 2025. "Empirical Evidence on the Ownership and Liquidity of Real Estate Tokens," Springer Books, in: Gang Kou & Yongqiang Li & Zongyi Zhang & J. Leon Zhao & Zhi Zhuo (ed.), Blockchain, Crypto Assets, and Financial Innovation, pages 434-467, Springer.
  22. Puschmann, Thomas & Huang-Sui, Marine, 2024. "A taxonomy for decentralized finance," International Review of Financial Analysis, Elsevier, vol. 92(C).
  23. Esparcia, Carlos & Gubareva, Mariya & Sokolova, Tatiana & Jareño, Francisco, 2025. "Cross-border ESG rating dynamics: An in-depth connectedness analysis of portfolio returns and volatilities in the USA and Canada," The North American Journal of Economics and Finance, Elsevier, vol. 75(PA).
  24. Gülcihan Aydaner & H. Aydın Okuyan, 2024. "Decentralized finance: a comparative bibliometric analysis in the Scopus and WoS databases," Future Business Journal, Springer, vol. 10(1), pages 1-24, December.
  25. Chu, Jeffrey & Chan, Stephen & Zhang, Yuanyuan, 2023. "An analysis of the return–volume relationship in decentralised finance (DeFi)," International Review of Economics & Finance, Elsevier, vol. 85(C), pages 236-254.
  26. Ali, Shoaib & Naveed, Muhammad & Gubareva, Mariya & Vinh Vo, Xuan, 2024. "Reputational contagion from the Silicon Valley Bank debacle," Research in International Business and Finance, Elsevier, vol. 69(C).
  27. Muhammad Abubakr Naeem & Sitara Karim & Larisa Yarovaya & Brian M. Lucey, 2025. "Systemic risk contagion of green and Islamic markets with conventional markets," Annals of Operations Research, Springer, vol. 347(1), pages 265-287, April.
  28. Waild Mensi & Mariya Gubareva & Khamis Hamed Al-Yahyaee & Tamara Teplova & Sang Hoon Kang, 2024. "Extreme connectedness between cryptocurrencies and non-fungible tokens: portfolio implications," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 10(1), pages 1-27, December.
  29. Şoiman, Florentina & Dumas, Jean-Guillaume & Jimenez-Garces, Sonia, 2023. "What drives DeFi market returns?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 85(C).
  30. Han, SeungOh, 2025. "Dynamic risk and hedging strategies in post-COVID digital asset sectors," Research in International Business and Finance, Elsevier, vol. 75(C).
  31. Yousaf, Imran & Gubareva, Mariya & Teplova, Tamara, 2023. "Connectedness of non-fungible tokens and conventional cryptocurrencies with metals," The North American Journal of Economics and Finance, Elsevier, vol. 68(C).
  32. Lei, Heng & Xue, Minggao & Ye, Jing, 2024. "The nexus between ReFi, carbon, fossil energy, and clean energy assets: Quantile time–frequency connectedness and portfolio implications," Energy Economics, Elsevier, vol. 132(C).
  33. Abakah, Emmanuel Joel Aikins & Goodell, John W. & Sulong, Zunaidah & Abdullah, Mohammad, 2024. "Wavelet quantile correlation between DeFi assets and banking stocks," Finance Research Letters, Elsevier, vol. 70(C).
  34. Chowdhury, Mohammad Ashraful Ferdous & Abdullah, Mohammad & Alam, Masud & Abedin, Mohammad Zoynul & Shi, Baofeng, 2023. "NFTs, DeFi, and other assets efficiency and volatility dynamics: An asymmetric multifractality analysis," International Review of Financial Analysis, Elsevier, vol. 87(C).
  35. Patel, Ritesh & Gubareva, Mariya & Chishti, Muhammad Zubair & Teplova, Tamara, 2024. "Connectedness between healthcare cryptocurrencies and major asset classes: Implications for hedging and investments strategies," International Review of Financial Analysis, Elsevier, vol. 93(C).
  36. Wang, Zhan & Gao, Xiang & Gu, Jiahao, 2025. "Can cryptocurrencies improve portfolio diversification? Evidence from the prospect risk perspective," Research in International Business and Finance, Elsevier, vol. 76(C).
  37. Yousaf, Imran & Pham, Linh & Goodell, John W., 2024. "Dynamic spillovers between leading cryptocurrencies and derivatives tokens: Insights from a quantile VAR approach," International Review of Financial Analysis, Elsevier, vol. 94(C).
  38. Ugolini, Andrea & Reboredo, Juan C. & Mensi, Walid, 2023. "Connectedness between DeFi, cryptocurrency, stock, and safe-haven assets," Finance Research Letters, Elsevier, vol. 53(C).
  39. Ghosh, Bikramaditya & Pham, Linh & Gubareva, Mariya & Teplova, Tamara, 2023. "Energy transition metals and global sentiment: Evidence from extreme quantiles," Resources Policy, Elsevier, vol. 86(PA).
  40. Mensi, Walid & Gubareva, Mariya & Teplova, Tamara & Kang, Sang Hoon, 2023. "Spillover and connectedness among G7 real estate investment trusts: The effects of investor sentiment and global factors," The North American Journal of Economics and Finance, Elsevier, vol. 66(C).
  41. Yousaf, Imran & Jareño, Francisco & Tolentino, Marta, 2023. "Connectedness between Defi assets and equity markets during COVID-19: A sector analysis," Technological Forecasting and Social Change, Elsevier, vol. 187(C).
  42. Parrondo, Luz & Sala, Carlo, 2025. "Connectedness between traditional finance, cryptocurrencies and DeFi in the post COVID period," Finance Research Letters, Elsevier, vol. 76(C).
  43. Umar, Zaghum & Polat, Onur & Choi, Sun-Yong & Teplova, Tamara, 2022. "Dynamic connectedness between non-fungible tokens, decentralized finance, and conventional financial assets in a time-frequency framework," Pacific-Basin Finance Journal, Elsevier, vol. 76(C).
  44. Aysan, Ahmet Faruk & Gozgor, Giray & Nanaeva, Zhamal, 2024. "Technological perspectives of Metaverse for financial service providers," Technological Forecasting and Social Change, Elsevier, vol. 202(C).
  45. Jia, Nanfei & An, Haizhong & Gao, Xiangyun & Liu, Donghui & Chang, Hao, 2023. "The main transmission paths of price fluctuations for tungsten products along the industry chain," Resources Policy, Elsevier, vol. 80(C).
  46. Dominik Metelski & Janusz Sobieraj, 2022. "Decentralized Finance (DeFi) Projects: A Study of Key Performance Indicators in Terms of DeFi Protocols’ Valuations," IJFS, MDPI, vol. 10(4), pages 1-23, November.
  47. Ali, Shoaib & Naveed, Muhammad & Hanif, Hasan & Gubareva, Mariya, 2024. "The resilience of Shariah-compliant investments: Probing the static and dynamic connectedness between gold-backed cryptocurrencies and GCC equity markets," International Review of Financial Analysis, Elsevier, vol. 91(C).
  48. Foglia, Matteo & Maci, Giampiero & Pacelli, Vincenzo, 2024. "FinTech and fan tokens: Understanding the risks spillover of digital asset investment," Research in International Business and Finance, Elsevier, vol. 68(C).
  49. Bossman, Ahmed & Gubareva, Mariya & Teplova, Tamara, 2023. "EU sectoral stocks amid geopolitical risk, market sentiment, and crude oil implied volatility: An asymmetric analysis of the Russia-Ukraine tensions," Resources Policy, Elsevier, vol. 82(C).
  50. Yousaf, Imran & Assaf, Ata & Demir, Ender, 2024. "Relationship between real estate tokens and other asset classes: Evidence from quantile connectedness approach," Research in International Business and Finance, Elsevier, vol. 69(C).
  51. Imran Yousaf & Manel Youssef & Mariya Gubareva, 2024. "Return and volatility spillovers between non-fungible tokens and conventional currencies: evidence from the TVP-VAR model," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 10(1), pages 1-22, December.
  52. Ali, Shoaib & Umar, Muhammad & Gubareva, Mariya & Vo, Xuan Vinh, 2024. "Extreme connectedness between NFTs and US equity market: A sectoral analysis," International Review of Economics & Finance, Elsevier, vol. 91(C), pages 299-315.
  53. Al-Fayoumi, Nedal & Bouri, Elie & Abuzayed, Bana, 2023. "Decomposed oil price shocks and GCC stock market sector returns and volatility," Energy Economics, Elsevier, vol. 126(C).
  54. Luís Pedro Freitas & Jorge Cerdeira & Diogo Lourenço, 2025. "Hayekian Hurdles: Challenges to Cryptocurrency as a Viable Basis for a New Monetary Order," Economies, MDPI, vol. 13(1), pages 1-17, January.
  55. Yousaf, Imran & Abrar, Afsheen & Yarovaya, Larisa, 2023. "Decentralized and centralized exchanges: Which digital tokens pose a greater contagion risk?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 89(C).
  56. Ahmed Bossman & Mariya Gubareva & Tamara Teplova, 2023. "Economic policy uncertainty, geopolitical risk, market sentiment, and regional stocks: asymmetric analyses of the EU sectors," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 13(3), pages 321-372, December.
  57. Liu, Yujun & Li, Zhongfei & Nekhili, Ramzi & Sultan, Jahangir, 2023. "Forecasting cryptocurrency returns with machine learning," Research in International Business and Finance, Elsevier, vol. 64(C).
  58. Kumar, Sanjeev & Patel, Ritesh & Iqbal, Najaf & Gubareva, Mariya, 2023. "Interconnectivity among cryptocurrencies, NFTs, and DeFi: Evidence from the Russia-Ukraine conflict," The North American Journal of Economics and Finance, Elsevier, vol. 68(C).
  59. Xin Jin & Bisharat Hussain Chang & Chaosheng Han & Mohammed Ahmar Uddin, 2025. "The tail connectedness among conventional, religious, and sustainable investments: An empirical evidence from neural network quantile regression approach," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 30(2), pages 1124-1142, April.
  60. Hongjun Zeng & Abdullahi D. Ahmed & Ran Lu, 2024. "The Bitcoin‐agricultural commodities nexus: Fresh insight from COVID‐19 and 2022 Russia–Ukraine war," Australian Journal of Agricultural and Resource Economics, Australian Agricultural and Resource Economics Society, vol. 68(3), pages 653-677, July.
  61. Abakah, Emmanuel Joel Aikins & Hossain, Sahib & Abdullah, Mohammad & Goodell, John W., 2024. "Global uncertainty factors and price connectedness between US electricity and blockchain markets: Findings from an R-square connectedness approach," Finance Research Letters, Elsevier, vol. 59(C).
  62. Florentina c{S}oiman & Guillaume Dumas & Sonia Jimenez-Garces, 2022. "The return of (I)DeFiX," Papers 2204.00251, arXiv.org.
  63. Ahmed Bossman & Mariya Gubareva & Samuel Kwaku Agyei & Xuan Vinh Vo, 2024. "When you need them, they are not there: hedge capacities of cryptocurrencies disappear in downtrend markets," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 10(1), pages 1-38, December.
  64. Yousaf, Imran & Jareño, Francisco & Martínez-Serna, María-Isabel, 2023. "Extreme spillovers between insurance tokens and insurance stocks: Evidence from the quantile connectedness approach," Journal of Behavioral and Experimental Finance, Elsevier, vol. 39(C).
  65. Abakah, Emmanuel Joel Aikins & Wali Ullah, G M & Abdullah, Mohammad & Lee, Chi-Chuan & Sulong, Zunaidah, 2024. "Correlation structure between fiat currencies and blockchain assets," Finance Research Letters, Elsevier, vol. 62(PA).
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