Image of Coin Specific Sentiments Matter For The Non-Fungible Tokens Spillovers: How And When?

Coin Specific Sentiments Matter For The Non-Fungible Tokens Spillovers: How And When?

This paper explores the impact of sentiment on return spillovers among seven major Non-Fungible Tokens (NFTs). Using daily sentiment data from Thomson Reuters MarketPysch Indices and controlling for uncertainty factors and NFT sales, we examine the relationship between media sentiment and NFTs return spillovers using a TVP-VAR model. Our findings show that individual NFTs sentiment is important for spillover dynamics and the effect of sentiment changes based on market uncertainty. The study highlights the need for NFTs investors to focus on market sentiment themes
rather than overall sentiment.

Ketersediaan
Call NumberLocationAvailable
PSB lt.2 - Karya Akhir (Majalah)1
Informasi Detail
Judul Seri
Bulletin Of Monetary Economics And Banking
No. Panggil
-
Penerbit
Jakarta : Bank Indonesia.,
Deskripsi Fisik
694 p.
Bahasa
English
ISBN/ISSN
2460-9196
Klasifikasi
NONE
Tipe Isi
text
Tipe Media
-
Tipe Pembawa
-
Edisi
Volume 26, Number 4, 2023
Subjek
Spillovers
Non-fungible tokens
Coin Sentiments
Info Detail Spesifik
Bulletin Of Monetary Economics And Banking
Pernyataan Tanggungjawab
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