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

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dc.authorid0000-0001-6879-1361
dc.contributor.authorAkkus, Hilmi Tunahan
dc.contributor.authorDogan, Mesut
dc.date.accessioned2025-05-20T18:57:36Z
dc.date.issued2024
dc.departmentBilecik Şeyh Edebali Üniversitesi
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.
dc.identifier.doi10.1080/13504851.2023.2216437
dc.identifier.endpage2255
dc.identifier.issn1350-4851
dc.identifier.issn1466-4291
dc.identifier.issue21
dc.identifier.scopus2-s2.0-85159927942
dc.identifier.scopusqualityQ2
dc.identifier.startpage2250
dc.identifier.urihttps://doi.org/10.1080/13504851.2023.2216437
dc.identifier.urihttps://hdl.handle.net/11552/7817
dc.identifier.volume31
dc.identifier.wosWOS:000994174100001
dc.identifier.wosqualityQ3
dc.indekslendigikaynakWoS
dc.indekslendigikaynakScopus
dc.indekslendigikaynakWoS - Social Sciences Citation Index
dc.language.isoen
dc.publisherRoutledge Journals, Taylor & Francis Ltd
dc.relation.ispartofApplied Economics Letters
dc.relation.publicationcategoryMakale - Uluslararası Hakemli Dergi - Kurum Öğretim Elemanı
dc.rightsinfo:eu-repo/semantics/closedAccess
dc.snmzKA_WOS_20250518
dc.subjectDeFi
dc.subjectCryptocurrency
dc.subjectCrypto asset
dc.subjectNFT
dc.subjectTVP-VAR approach
dc.titleAnalysis of dynamic connectedness relationships between cryptocurrency, NFT and DeFi assets: TVP-VAR approach
dc.typeArticle

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