supported by the Ministry of Education of the Republic of Korea and the National Research Foundation of Korea(NRF-2022S1A5A2A01038422);partly funded by the University of Economics Ho Chi Minh City,Vietnam.
We analyze the connectedness between major cryptocurrencies and nonfungible tokens(NFTs)for different quantiles employing a time-varying parameter vector autoregression approach.We find that lower and upper quantile s...