Evidence map›Paper›PMID 37867858›Full record

ArticleHeliyon2023

Connectedness in cross-assets and digital assets attention indices.

Zynobia Barson, Peterson Owusu Junior

Abstract read
In one paragraph

Article in Heliyon, 2023. The graph could read no effect estimate from its abstract, so it casts no vote on the map. Not yet cited in PubMed.

0numbers the graph read from it
0cells of the map it votes in
0citing papers in PubMed
–field-weighted citation impact
1 · What the graph read from it

What it found

Each row is one number read from the abstract, on the scale the paper reported it, with its interval. Left of the dashed line favours the treatment, right favours the comparator. Under each row is the sentence it came from. New to these charts? A ten-minute tutorial.

The abstract states no effect estimate the extractor could read, or names no intervention and outcome on the map, so this paper lights no cell and moves no belief. It is still indexed, cited and linked below.

2 · The registry

The trial behind it

Trials whose registry record cites this paper, or whose number appears in the abstract. A trial that started after this paper was published is citing it as background, not reporting it.

Neither the registry nor the abstract names a trial number. If this is a trial report, that itself is worth knowing.

3 · Its place in the literature

Who cites it

0 citing papers in PubMed.

No citing paper in PubMed yet.

4 · The record

Corrections and comments

PubMed lists nothing against this paper. Absence here is not a guarantee, only a check that was made.

5 · Who and what money

Authors and funding

2 authors.

Zynobia BarsonDepartment of Finance, School of Business, University of Cape Coast, Cape Coast, Ghana.
Peterson Owusu JuniorDepartment of Finance, School of Business, University of Cape Coast, Cape Coast, Ghana.

Funding

No grant is acknowledged in the PubMed record.

6 · The paper itself

Abstract

We explore both the static and dynamic connectedness across traditional and unconventional assets classes using the Baruník-Křehlík connectedness and wavelets techniques. These techniques are used to characterise the static and rolling-window connectedness of 12 conventional assets and Non-Fungible Tokens (NFT), Index On Cryptocurrency Environmental Attention (ICEA) and Central Bank Digital Currency (CBDC) attention indices. Between January 25, 2010 and July 11, 2022, the wavelet multiple correlations showed increasing high levels of correlation through short-to long-terms; with DJI and SP500 dominanting with the tendency to lead or lag in the short-term. The Baruník-Křehlík technique also showed that spillover is higher at short-terms and gradually decreases across the periods. We also report a pair-specific, frequency-dependent connectedness across the assets and indices. Primarily, we show that Non-Fungible Tokens Attention Index (NFTAI) has a higher frequency-based time-varying spillover across assets than CDBC and ICEA. Regulators need to pay close attention to NFTs because they are not fungible and interchangeable neither can their ownership be transferred.

Indexed as

CBDCAIFrequency-domainICEANFTAISpillover

Identifiers

PMID37867858
PMCPMC10589798

What OpenQuestion holds

Textmetadata
LicenceCC BY
Read underepoch 390

Registered trials

None linked

Read under generation 80e0d062 · epoch 390. Bibliography from PubMed, PubMed Central and OpenAlex; grants from NIH RePORTER; trial links from ClinicalTrials.gov; estimates, votes and beliefs from the OpenQuestion graph.