Connectedness at extremes between real estate tokens and real estate stocks

DY Aharon, S Ali, M Brahim - International Review of Financial Analysis, 2024 - Elsevier
We test the interconnectedness between returns on real estate (RE) crypto tokens and on
RE stocks using a quantile vector autoregression (QVAR) methodology. Our main findings …

A high-frequency data dive into SVB collapse

DY Aharon, S Ali - Finance Research Letters, 2024 - Elsevier
We revisit the collapse of Silicon Valley Bank (SVB) and examine its impact on the
connectedness of major equity indices worldwide. Using high frequency data, we …

Impact of tokenization on financial investments: exploring connectedness through the case of transport and travel/tourism sectors

I Yousaf, R Zeitun, S Ali, A Palma - Finance Research Letters, 2024 - Elsevier
The advent of tokenization has transformed the financial landscape of the transportation and
tourism industries, creating novel investment opportunities in travel and tourism tokens. This …

Relationship between real estate tokens and other asset classes: Evidence from quantile connectedness approach

I Yousaf, A Assaf, E Demir - Research in International Business and …, 2024 - Elsevier
In this paper, we analyze the quantile return connectedness between the real estate tokens
(PROPY, LATOKEN, ATLANT, IHT Real Estate Protocol) and other asset classes, namely oil …

Metaverse tokens or metaverse stocks–Who's the boss?

DY Aharon, I Alon, O Vakhromov - Research in International Business and …, 2024 - Elsevier
The purpose of this article is to explore the relationship between metaverse stocks and
metaverse crypto price fluctuations and spillovers. We use a TVP-VAR approach to examine …

What drives the return and volatility spillover between DeFis and cryptocurrencies?

A Assaf, E Demir, O Ersan - International Journal of Finance & …, 2024 - Wiley Online Library
In this paper, we study the return and volatility connectedness between cryptocurrencies and
DeFi Tokens, considering the impact of different uncertainty indices on their connectivity …

Are base layer blockchains establishing a new sector? Evidence from a connectedness approach

G Lee, D Ryu - Research in International Business and Finance, 2025 - Elsevier
This study explores whether layer-1 blockchain platforms are evolving into an independent
sector within the blockchain industry. We employ time-varying parameter and quantile vector …

What drives Millennials and Generation Z to adopt cryptocurrency for hotel payments?

J Moon, M Erdem, O Ozdemir, H Kim… - International Journal of …, 2025 - emerald.com
Purpose This study aims to investigate and compare the factors that affect Millennials and
Generation Z (Gen Z) hotel guests' intention to adopt cryptocurrency payments (CPs) when …

The spillover effects between renewable energy tokens and energy assets

Y Yang, L Zhao, L Chen, C Wang, GJ Wang - Research in International …, 2025 - Elsevier
This study employs a quantile-based approach to investigate the interconnectedness among
renewable energy tokens, fossil fuels, and conventional renewable energy markets. The …

Marketing tokens and marketing stocks: Tail risk connections with portfolio implications

EJA Abakah, R Odoom, M Abdullah, CC Lee… - … in International Business …, 2025 - Elsevier
This research investigates the spillover of tail risk between marketing tokens and top
marketing firm stocks, providing insights into their interconnectedness and implications for …