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NFTs, DeFi, and other assets efficiency and volatility dynamics : an asymmetric multifractality analysis

Chowdhury, Mohammad Ashraful Ferdous; Abdullah, Mohammad; … - In: International review of financial analysis 87 (2023), pp. 1-19

Persistent link: https://www.econbiz.de/10014460596

How world uncertainties and global pandemics destabilized food, energy and stock markets? : fresh evidence from quantile on quantile regressions

Chowdhury, Mohammad Ashraful Ferdous; Meo, Muhammad Saeed; … - In: International review of financial analysis 76 (2021), pp. 1-12

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NFTs, DeFi, and Other Assets Efficiency and Volatility Dynamics : An Asymmetric Multifractality Analysis

Chowdhury, Mohammad Ashraful Ferdous; Abdullah, Mohammad; … - 2022

This paper examines the efficiency and asymmetric multifractal features of NFTs, DeFi, cryptocurrencies, and traditional assets using Asymmetric Multifractal Cross-Correlations Analysis covering November 2017 to February 2022 . Findings show a considerable efficiency variation among the asset...

Persistent link: https://www.econbiz.de/10014236573

Extreme return and volatility connectedness among real estate tokens, REITs, and other assets : Tthe role of global factors and portfolio implications

Abdullah, Mohammad; Adeabah, David; Abakah, Emmanuel … - In: Finance research letters 56 (2023), pp. 1-13

Persistent link: https://www.econbiz.de/10014473599

Tail risk contagion across electricity markets in crisis periods

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