This research analyses the sensitivity of Bitcoin returns to changes in gold price returns and
some other international risk factors such as US stock market returns, interest rates, crude oil …

Our aim is to investigate the sensitivity of financial sector stock returns to market, interest
rate, and exchange rate risk in three financial sectors (financial services, banking, and …

Since the early 1980s Small, Medium and Micro Enterprises (SMMEs) have been regarded
as the driving forces of both developing and developed economies around the world. In a …

Credit and interest rate risk are the two most important risks faced by commercial banks in
their banking book. In this paper we derive a consistent and comprehensive framework to …

This paper investigates the linkage between changes in 10-year government bond yields
and stock returns for the major European countries in the time-frequency domain by using a …

This study analyzes the role of corporate governance in the relationship among credit,
interest rate, and liquidity risks encountered by banks. In particular, the study investigates …

Banks often measure credit and interest rate risk in the banking book separately and then
add the risk measures to determine economic capital. This approach misses complex …

This article examines the connectedness between Bitcoin returns and returns of ten
additional cryptocurrencies for several frequencies—daily, weekly, and monthly—over the …

This paper examines the extent to which fiscal policy actions affect the stock market's
behavior for the US during 1968–2005. The findings are consistent with the hypothesis that …

Credit and interest rate risk in the banking book are the two most important risks faced by
commercial banks. In this paper we derive a consistent and general framework to measure …