| dc.contributor.author | Akkuş, Hilmi Tunahan | |
| dc.contributor.author | Doğan, Mesut | |
| dc.date.accessioned | 2024-08-19T11:24:32Z | |
| dc.date.available | 2024-08-19T11:24:32Z | |
| dc.date.issued | 2023 | en_US |
| dc.identifier.issn | 1350-4851 / 1466-4291 | |
| dc.identifier.uri | https://doi.org/10.1080/13504851.2023.2216437 | |
| dc.identifier.uri | https://hdl.handle.net/20.500.12462/15034 | |
| dc.description | Akkuş, Hilmi Tunahan (Balikesir Author) | en_US |
| dc.description.abstract | The 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. | en_US |
| dc.language.iso | eng | en_US |
| dc.publisher | Routledge Journals, Taylor & Francis Ltd | en_US |
| dc.relation.isversionof | 10.1080/13504851.2023.2216437 | en_US |
| dc.rights | info:eu-repo/semantics/embargoedAccess | en_US |
| dc.subject | DeFi | en_US |
| dc.subject | Cryptocurrency | en_US |
| dc.subject | Crypto Asset | en_US |
| dc.subject | NFT | en_US |
| dc.subject | TVP-VAR Approach | en_US |
| dc.title | Analysis of dynamic connectedness relationships between cryptocurrency, NFT and DeFi assets: TVP-VAR approach | en_US |
| dc.type | article | en_US |
| dc.relation.journal | Applied Economics Letters | en_US |
| dc.contributor.department | Savaştepe Meslek Yüksekokulu | en_US |
| dc.contributor.authorID | 0000-0002-8407-1580 | en_US |
| dc.contributor.authorID | 0000-0001-6879-1361 | en_US |
| dc.identifier.volume | Early Access MAY 2023 | en_US |
| dc.identifier.issue | 1 | en_US |
| dc.identifier.startpage | 7 | en_US |
| dc.relation.publicationcategory | Makale - Uluslararası Hakemli Dergi - Kurum Öğretim Elemanı | en_US |
