Connectedness between cryptocurrencies using high-frequency data: A novel insight from the Silicon Valley Banks collapse

S Ali, F Moussa, M Youssef - Finance Research Letters, 2023 - Elsevier
Abstract The collapse of Silicon Valley Bank (SVB), a tech industry bank, has shaken the
global financial markets, including cryptocurrencies; therefore, this study intends to …

Dynamic return connectedness between commodities and travel & leisure ETFs: Investment strategies and portfolio implications

C Lang, Y Hu, S Corbet, JW Goodell - Finance Research Letters, 2023 - Elsevier
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 …

[HTML][HTML] Return connectedness of green bonds and financial investment channels in China: Implications for hedging and regulation

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 …

Global financial risk and market connectedness: An empirical analysis of COVOL and major financial markets

C Lang, D Xu, S Corbet, Y Hu, JW Goodell - International Review of …, 2024 - Elsevier
This study presents a novel investigation into the dynamic connectedness between the
recently developed global risk measure, COVOL, created by Engle and Campos-Martins …

Connectedness and co-movement between dirty energy, clean energy and global COVOL

C Lang, Y Hu, JW Goodell, YG Hou - Finance Research Letters, 2024 - Elsevier
This paper examines dynamic connectedness and co-movement between dirty energy,
clean energy and the global COVOL measure of Engle and Campos-Martins (2023) …

Interconnectedness of Cryptocurrency Uncertainty Indices with Returns and Volatility in Financial Assets during COVID-19

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 …

Role of precious metals in global risk dynamics: Exploring their impact from a connectedness approach

L Oxley, Y Hu, S Corbet, JW Goodell - Finance Research Letters, 2023 - Elsevier
In this research, we investigate the dynamic relationship between global volatility, as
measured by Common Volatility (COVOL), and major precious metals. Utilising the popular …

The Implications of the Silicon Valley Bank Collapse

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 …

Can Artificial Intelligence be Used to Target Market Manipulation?

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 …

Understanding the Tuna Bond Scandal

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 …