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Volatility spillover and connectedness among REITs, NFTs, cryptocurrencies and other assets: Portfolio implications
Item type: Journal Article • Journal: Investment Analysts Journal • Authors: Masud Alam --- , Bangladesh Mohammad Ashraful Ferdous Chowdhury --- , Mohammad Abdullah --- Universiti Sultan Zainal Abidin, Malaysia Mansur Masih --- Finance/Islamic Finance, UniKL Business School, MalaysiaWe investigate the return and volatility spillovers among NFTs, REITs, and other major financial assets from January 2019 to November 2022, using connectedness approaches. The findings indicate that total return and volatility connectedness increased during the COVID-19 and the Russia–Ukraine...