Quantile return and volatility connectedness among Non-Fungible Tokens (NFTs) and (un)conventional asset - CORE Reader
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Finally, geopolitical risks, business environment conditions, and market and economic policy uncertainty are important predictors of return and volatility connectedness, although the predictive strength and direction vary across market conditions It also explores the predictive po
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- Finally, geopolitical risks, business environment conditions, and market and economic policy uncertainty are important predictors of return and volatility connectedness, although the predictive strength and direction vary across market conditions
- It also explores the predictive powers of major macroeconomic and geopolitical indicators on the return and volatility connectedness across these three market conditions using a linear regression model.
- NFTs is a net return shock receivers except under the bullish market condition where it is a net transmitters.
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