Non-Fungible Tokens (NFTs) have garnered significant attentions as an emerging digital asset class with unique properties that cannot be replicated. In this paper, we utilize decision tree and random forest regression methodologies to conduct an analysis of the factors that influence the pricing...

The crypto and non-crypto markets used to be separate from each other. However, we argue that risks are now being transmitted across the two markets via stablecoins, which are pegged to non-crypto assets and hold a crucial role in crypto trading. Employing copula-based CoVaR approaches, we...