The rapid rise of Bitcoin and its increasing global adoption has raised concerns about its
impact on traditional markets, particularly in periods of economic turmoil and uncertainty …

The relationship between environmental degradation and economic growth has become a
prominent topic in recent decades, increasing multidisciplinary approaches across a wide …

It has become vital to effectively characterize the self-similar and regular patterns in time
series marked by short-term and long-term memory in various fields in the ever-changing …

This study aims to examine the time-varying efficiency of the Turkish stock market's major
stock index and eight sectoral indices, including the industrial, financial, service, information …

The growing investments and installations of wind farms in the Brazilian Northeast have
drawn attention to the region, leading investors and researchers to seek better ways of using …

In times of crisis, such as global pandemics or conflicts, investors' preference between green
and conventional bonds may lean towards the latter due to increased risk aversion and a …

Purpose The primary purpose of this research is to identify and compare the multifractal
behavior of different sectors during these crises and analyze their implications on market …

In this paper, we investigate the efficiency of gold market through time evolution of
multifractal spectrum parameters (position of maximum, width and asymmetry), by applying …

Purpose The purpose of this paper is to test the existence of stylized facts, such as the
volatility clustering, heavy tails seen on financial series, long-term dependence and …

In this paper we analyse the degree of market efficiency present in bank equities for selected
emerging and frontier economies. Employing the Multifractal Detrended Fluctuation Analysis …