This paper explores the impact of economic uncertainty, measured by the Twitter-based economic uncertainty index, on the global Metaverse stocks under different time-frequency domains. The Wavelet Local Multiple Correlation analyses show a strong correlation between Twitter-based economic...

Cryptocurrency values have recently fallen substantially. Why? We examine the impact of attention on the Russia-Ukraine War, proxied by Google Trends , on cryptocurrencies (and equity). Using quantile cross-spectral analysis, we observe that co-movement between War attention, stocks, and...

This study is the first to explore the volatility connectedness between the most popular Metaverse stock index and financial markets under bearish, normal, and boom market conditions. The NASDAQ index is the leading net transmitter of spillovers to the Metaverse stock index. The results also...