学校主页 | 中文 | English
 
 
 
 
当前位置: 首页>>科研动态>>学术活动>>正文
 
 

王益之 | 金融科技系Seminar第5期暨金融学院双周论坛第365期

[发布日期]:2022-10-24  [浏览次数]:

一、题目:Unpacking NFTs: New evidence from NFTs attention index and price bubble detecting

二、主讲人:

王益之,爱尔兰都柏林大学博士(金融科技和计量经济学方向),现任英国卡迪夫商学院卡迪夫大学金融学助理教授,International Review of Financial Analysis 和Finance Research Letters的副主编(Associate Editor)。研究方向包括计量经济模型、数据分析、金融科技、数字资产和可持续金融。在Energy、Journal of Commodity Markets、Technological Forecasting and Social Change, Journal of International Financial Markets, Institutions and Money、International Review of Financial Analysis、Finance Research Letters等期刊发表十余篇论文,曾获上海国际金融经济研究院最佳论文奖。  

三、时间:2022年10月31日,星期一,20:00-21:30

四、地点:腾讯会议 356-111-500

五、主持人:彭俞超副教授,金融学院学术交流部主任

六、内容简介

This paper briefly discusses what are NFTs, and where are NFTs going. I introduce a new direct proxy for the public's attention in the NFT market: the non-fungible tokens attention index (NFTsAI), based on 590m news stories from the LexisNexis News & Business database. This index is developed from large-scale text mining to reflect the mimetic and emergent nature of the issues. Furthermore, this index could capture well movements and moments in the non-fungible token space. I further apply the time-varying parameter vector autoregressive (TVP-VAR) model to analyse the connectedness between the NFTs attention index and financial markets. In addition, SADF and GSADF tests are employed to detect price bubbles in the NFT markets.

 



上一条:宋弘 | 金融学院双周论坛第367期 下一条:张秋诗 | 金融工程系Seminar第23期暨金融学院双周论坛第364期

关闭