Analysis of dynamic connectedness relationships between cryptocurrency, NFT and DeFi assets: TVP-VAR approach

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dc.authorid0000-0002-8407-1580en_US
dc.authorid0000-0001-6879-1361en_US
dc.contributor.authorAkkuş, Hilmi Tunahan
dc.contributor.authorDoğan, Mesut
dc.date.accessioned2024-08-19T11:24:32Z
dc.date.available2024-08-19T11:24:32Z
dc.date.issued2023en_US
dc.departmentMeslek Yüksekokulları, Savaştepe Meslek Yüksekokuluen_US
dc.descriptionAkkuş, Hilmi Tunahan (Balikesir Author)en_US
dc.description.abstractThe aim of this study is to analyse the dynamic connectedness relationship (DCR) between cryptocurrency, NFT, and DeFi assets. In the study, two cryptocurrencies consisting of Bitcoin and Ethereum, two NFTs consisting of Tezos and The Sandbox, and two DeFi assets consisting of Chainlik and Uniswap were analysed. The results showed that Ethereum cryptocurrency and Chainlink DeFi assets spilled volatility to other crypto assets. The other variables were assets that received volatility, and the volatility spillover relationship between NFT assets is less than other crypto assets.en_US
dc.identifier.doi10.1080/13504851.2023.2216437
dc.identifier.issn1350-4851
dc.identifier.issn1466-4291
dc.identifier.issue1en_US
dc.identifier.scopus2-s2.0-85159927942
dc.identifier.scopusqualityQ2
dc.identifier.startpage7en_US
dc.identifier.urihttps://doi.org/10.1080/13504851.2023.2216437
dc.identifier.urihttps://hdl.handle.net/20.500.12462/15034
dc.identifier.volumeEarly Access MAY 2023en_US
dc.identifier.wosWOS:000994174100001
dc.identifier.wosqualityQ3
dc.indekslendigikaynakWeb of Science
dc.indekslendigikaynakScopus
dc.language.isoenen_US
dc.publisherRoutledge Journals, Taylor & Francis Ltden_US
dc.relation.ispartofApplied Economics Lettersen_US
dc.relation.publicationcategoryMakale - Uluslararası Hakemli Dergi - Kurum Öğretim Elemanıen_US
dc.rightsinfo:eu-repo/semantics/embargoedAccessen_US
dc.subjectDeFien_US
dc.subjectCryptocurrencyen_US
dc.subjectCrypto Asseten_US
dc.subjectNFTen_US
dc.subjectTVP-VAR Approachen_US
dc.titleAnalysis of dynamic connectedness relationships between cryptocurrency, NFT and DeFi assets: TVP-VAR approachen_US
dc.typeArticleen_US

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