We use a linear regularized model with structural changes and found that the coronavirus
pandemic had a direct and an indirect effect (via media hype) on stock markets. We reveal a …

Financial globalization has opened international capital markets to investors and companies
worldwide. However, the global financial crisis also caused massive stock price volatility due …

Встатье проведен обзор публикаций, посвященных влиянию эпидемий, в том числе
пандемии коронавируса, на экономическое развитие. Рассмотрены механизмы такого …

This study aims to investigate the causality and dependence structure of gold shocks and
Asian emerging stock markets. The positive and negative shocks of gold prices are …

An accurate prediction of the Exchange Rate (ER) serves as the basis for effective financial
management, monetary policies, and long-term strategic decision making worldwide. A …

This study contributes to the literature on financial research under the presence of the
COVID-19 pandemic. Fresh evidence emerges from using two novel approaches, namely …

Open data is becoming ubiquitous as governments, companies, and even individuals have
the option to offer more or less unrestricted access to their non-sensitive data. The benefits …

A new APARCH-extreme value theory-dynamic mixture copula (APARCH-EVT-DMC)
approach is proposed to investigate the dependence structure and risk spillovers. This …

In this empirical study, we aim at exploring the causality and the dependence between
energy price shocks and the G7 financial development (proxied by the stock market). The …

This paper tests regime changes of the conditional dependence between Asia-Pacific
Islamic stocks and gold. Relying on a time-varying Student'st copula with Markov-switching …