...Bassma Faouel; Houda BenMabrouk Purpose This study aims to examine the static and dynamic return and volatility spillovers between four main segments of nonfungible tokens (NFTs) (XTZ-Tezos, ENJ-EnjinCoin, MANA-Decentraland and THETA-Theta) and other assets [S&P Green Bond Index ( GB ), S...

... and implement a general vector autoregression approach to examine causality and spillovers. Findings While results confirm that same asset-cross country return correlations and spillovers increase over time, the same in not true with variance and covariance behaviour. Volatility spillovers across countries...

...David G. McMillan; Aviral Kumar Tiwari Purpose This paper seeks to examine the nature of spillovers between output and stock prices using both a long annual time series spanning 200 years and a shorter but quarterly observed data set. Design/methodology/approach The authors’ particular...