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Dynamic connectedness between non-fungible tokens, decentralized finance, and conventional financial assets in a time-frequency framework

Citations

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Cited by:

  1. 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).
  2. Gunay, Samet & Goodell, John W. & Muhammed, Shahnawaz & Kirimhan, Destan, 2023. "Frequency connectedness between FinTech, NFT and DeFi: Considering linkages to investor sentiment," International Review of Financial Analysis, Elsevier, vol. 90(C).
  3. Foglia, Matteo & Plakandaras, Vasilios & Gupta, Rangan & Bouri, Elie, 2025. "Rare disasters and multilayer spillovers between volatility and skewness in international stock markets over a century of data: The role of geopolitical risk," International Review of Economics & Finance, Elsevier, vol. 101(C).
  4. Su, Xianfang & Zhao, Yachao, 2025. "Can fourth industrial revolution assets provide diversification benefits for traditional sectoral stocks? Evidence from China," Pacific-Basin Finance Journal, Elsevier, vol. 90(C).
  5. Aharon, David Y. & Alon, Ilan & Vakhromov, Oleg, 2024. "Metaverse tokens or metaverse stocks – Who’s the boss?," Research in International Business and Finance, Elsevier, vol. 69(C).
  6. Menvouta, Emmanuel Jordy & Serneels, Sven & Verdonck, Tim, 2023. "Practicable optimization for portfolios that contain nonfungible tokens," Finance Research Letters, Elsevier, vol. 55(PB).
  7. Ugolini, Andrea & Reboredo, Juan C. & Mensi, Walid, 2023. "Connectedness between DeFi, cryptocurrency, stock, and safe-haven assets," Finance Research Letters, Elsevier, vol. 53(C).
  8. Zhang, Yuanyuan & Chan, Stephen & Lord, Nicholas & Chu, Jeffrey & Yang, Hanfang & Chandrashekhar, Durga & Liao, Xin & Li, Qin, 2025. "Network transitions in the cryptocurrency market: The impact of regional conflicts," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 680(C).
  9. Umar, Zaghum & Usman, Muhammad & Choi, Sun-Yong & Rice, John, 2023. "Diversification benefits of NFTs for conventional asset investors: Evidence from CoVaR with higher moments and optimal hedge ratios," Research in International Business and Finance, Elsevier, vol. 65(C).
  10. 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).
  11. Wan, Jieru & Yin, Libo & Wu, You, 2024. "Return and volatility connectedness across global ESG stock indexes: Evidence from the time-frequency domain analysis," International Review of Economics & Finance, Elsevier, vol. 89(PB), pages 397-428.
  12. Wiesen, Thomas F.P. & Adekoya, Oluwasegun Babatunde & Oliyide, Johnson & Afatsao, Richard, 2024. "Does high volatility increase connectedness? A study of Asian equity markets," International Review of Financial Analysis, Elsevier, vol. 96(PB).
  13. Elsayed, Ahmed H. & Hoque, Mohammad Enamul & Billah, Mabruk & Alam, Md. Kausar, 2024. "Connectedness across meme assets and sectoral markets: Determinants and portfolio management," International Review of Financial Analysis, Elsevier, vol. 93(C).
  14. Eva Sánchez-Amboage & Verónica Crespo-Pereira & Matías Membiela-Pollán & João Paulo Jesús Faustino, 2024. "Tourism marketing in the metaverse: A systematic literature review, building blocks, and future research directions," PLOS ONE, Public Library of Science, vol. 19(5), pages 1-22, May.
  15. Parrondo, Luz & Sala, Carlo, 2025. "Connectedness between traditional finance, cryptocurrencies and DeFi in the post COVID period," Finance Research Letters, Elsevier, vol. 76(C).
  16. Remy Jonkam Oben & Aliya Zhakanova Isiksal, 2026. "Decentralized finance portfolio optimization: assessing green and brown investments before, during, and after COVID-19," Economic Change and Restructuring, Springer, vol. 59(2), pages 1-51, April.
  17. Nguyen, Minh Hong & Thanh, Binh Nguyen & Pham, Huy & Pham, Thi Thu Tra, 2025. "The determinants of funding liquidity risk in decentralized lending," Global Finance Journal, Elsevier, vol. 64(C).
  18. Xu, Danyang & Hu, Yang & Corbet, Shaen & Lang, Chunlin, 2024. "Return connectedness of green bonds and financial investment channels in China: Implications for hedging and regulation," Research in International Business and Finance, Elsevier, vol. 70(PA).
  19. 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).
  20. Lee, Min-Jae & Choi, Sun-Yong, 2024. "Insights into the dynamics of market efficiency spillover of financial assets in different equity markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 641(C).
  21. 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).
  22. Elie Bouri & Matteo Foglia & Sayar Karmakar & Rangan Gupta, 2026. "Return‐Volatility Nexus in the Digital Asset Class: A Dynamic Multilayer Connectedness Analysis," Bulletin of Economic Research, Wiley Blackwell, vol. 78(2), pages 498-512, April.
  23. Ahmed, Ijaz & Khan, Mushtaq Hussain, 2026. "Crypto-contagion and capital flows: Interconnectedness across emerging and traditional cryptocurrencies, ethical equities, and regional markets," International Review of Economics & Finance, Elsevier, vol. 105(C).
  24. Abakah, Emmanuel Joel Aikins & Odoom, Raphael & Abdullah, Mohammad & Lee, Chi-Chuan & Rehman, Mohd Ziaur, 2025. "Marketing tokens and marketing stocks: Tail risk connections with portfolio implications," Research in International Business and Finance, Elsevier, vol. 75(C).
  25. 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).
  26. Onur Polat & Berna Doğan Başar & İbrahim Halil Ekşi, 2025. "Dynamic Interlinkages between the Twitter Uncertainty Index and the Green Bond Market: Evidence from the Covid-19 Pandemic and the Russian-Ukrainian Conflict," Computational Economics, Springer;Society for Computational Economics, vol. 65(5), pages 2873-2889, May.
  27. Peng, Pin & Liang, Feifei & Fu, Yaping & Chen, Yanan & Qiu, Lin-shu & Qi, Haozhi, 2024. "Unraveling the dynamic nexus: Green cryptocurrencies and their role in sustainable market evolution," Energy, Elsevier, vol. 313(C).
  28. Abdullah, Mohammad & Sarker, Provash Kumer & Abakah, Emmanuel Joel Aikins & Tiwari, Aviral Kumar & Rehman, Mohd Ziaur, 2024. "Tail risk intersection between tech-tokens and tech-stocks," Global Finance Journal, Elsevier, vol. 61(C).
  29. 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).
  30. Liao, Xin & Li, Qin & Chan, Stephen & Chu, Jeffrey & Zhang, Yuanyuan, 2024. "Interconnections and contagion among cryptocurrencies, DeFi, NFT and traditional financial assets: Some new evidence from tail risk driven network," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 647(C).
  31. Wafa Masmoudi Kammoun, 2026. "Are NFTs and DeFi tokens separate asset classes from conventional cryptocurrencies: a quantile time frequency connectedness analysis," Quality & Quantity: International Journal of Methodology, Springer, vol. 60(2), pages 5249-5278, April.
  32. Younis, Ijaz & Gupta, Himani & Du, Anna Min & Shah, Waheed Ullah & Hanif, Waqas, 2024. "Spillover dynamics in DeFi, G7 banks, and equity markets during global crises: A TVP-VAR analysis," Research in International Business and Finance, Elsevier, vol. 70(PB).
  33. 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).
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