Connectedness in cross-assets and digital assets attention indices
We explore both the static and dynamic connectedness across traditional and unconventional assets classes using the Baruník-Křehlík connectedness and wavelets techniques. These techniques are used to characterise the static and rolling-window connectedness of 12 conventional assets and Non-Fungible...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Elsevier
2023-10-01
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| Series: | Heliyon |
| Subjects: | |
| Online Access: | http://www.sciencedirect.com/science/article/pii/S2405844023078763 |