Dynamic Connectedness and Risk Spillovers Between NFTs, Cryptocurrencies and Traditional Currencies: An R2 Decomposition Approach
Published online on July 04, 2025
Abstract
Global Business Review, Ahead of Print.
This article investigates the dynamic connectedness between non-fungible tokens (NFTs), cryptocurrencies and conventional currencies using an innovative approach toR2decomposition. We test volatility spillovers and the transmission of shocks across ...
This article investigates the dynamic connectedness between non-fungible tokens (NFTs), cryptocurrencies and conventional currencies using an innovative approach toR2decomposition. We test volatility spillovers and the transmission of shocks across ...