Urom, Christian; Ndubuisi, Gideon Onyewuchi; Guesmi, Khaled - 2023
This paper examines return and volatility connectedness among Non-Fungible Tokens (NFTs) and (un)conventional financial assets across various market conditions using a Quantile-VAR connectedness technique. It also explores the predictive powers of major global macroeconomic and geopolitical...