Examining return connectedness between the largest US-based oil and gold ETFs and three major travel & leisure ETFs, we provide substantial value for understanding how investors …
D Xu, Y Hu, S Corbet, C Lang - Research in International Business and …, 2024 - Elsevier
Using a TVP-VAR frequency connectedness approach, this study examines the return connectedness of green bonds with several major investment markets (eg index exchange …
This study presents a novel investigation into the dynamic connectedness between the recently developed global risk measure, COVOL, created by Engle and Campos-Martins …
This paper examines dynamic connectedness and co-movement between dirty energy, clean energy and the global COVOL measure of Engle and Campos-Martins (2023) …
A Asiri, M Alnemer, MI Bhatti - Journal of Risk and Financial Management, 2023 - mdpi.com
This paper investigates the dynamic relationship between cryptocurrency uncertainty indices and the movements in returns and volatility across spectrum of financial assets, comprising …
In this research, we investigate the dynamic relationship between global volatility, as measured by Common Volatility (COVOL), and major precious metals. Utilising the popular …
S Corbet, CJ Larkin - Available at SSRN 4640800, 2023 - papers.ssrn.com
Abstract Silicon Valley Bank (SVB), the 16th largest bank in the United States, met an abrupt and unprecedented collapse on March 10th, 2023. Renowned for its pivotal role in financing …
S Corbet, CJ Larkin - Available at SSRN 4640801, 2023 - papers.ssrn.com
Across all modern financial markets, market manipulation remains a critical challenge, posing significant threats to market integrity and investor confidence. Fundamentally, market …
S Corbet, CJ Larkin - Available at SSRN 4640799, 2023 - papers.ssrn.com
This chapter provides a comprehensive account of the events that unfolded in the notorious tuna bonds scandal, tracing the sequence of events, detailing the roles of key players, the …