Risk contagion of NFT: A time-frequency risk spillover perspective in the Carbon-NFT-Stock system
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DOI: 10.1016/j.frl.2023.104765
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More about this item
Keywords
Carbon-NFT-Stock system; Time-frequency analysis; Risk contagion; Extreme risk spillover;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
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
- O16 - Economic Development, Innovation, Technological Change, and Growth - - Economic Development - - - Financial Markets; Saving and Capital Investment; Corporate Finance and Governance
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