Time and frequency domain connectedness and spillover among categorical and regional financial stress, gold and bitcoin market
Fragility of the financial system has been a matter of global concern. This study examines
connectedness and spillovers among financial stress index (FSI) categories, regional FSI …
connectedness and spillovers among financial stress index (FSI) categories, regional FSI …
Quantile connectedness between oil price shocks and exchange rates
Oil is an energy resource and a driver of global economic activities. The increasing need for
oil amplifies its trade and places pressure on the current account balance, which causes …
oil amplifies its trade and places pressure on the current account balance, which causes …
Conditional effects of local and global risk factors on the co-movements between economic growth and inflation: Insights into G8 economies
World economies have experienced rise in uncertainties which has caused misalignments
in the already existing nexus between inflation and economic growth. In addition to this, the …
in the already existing nexus between inflation and economic growth. In addition to this, the …
[HTML][HTML] Time-frequency comovements between environmental cryptocurrency sentiment and faith-based sectoral stocks
The growth of digital assets in recent periods are accompanied by negative externalities,
which raise concerns over sustainability. This has influenced the news content on both …
which raise concerns over sustainability. This has influenced the news content on both …
Carbon reduction attention and financial market stress: A network spillover analysis based on quantile VAR modeling
Q Zhang, R Wei - Journal of Environmental Management, 2024 - Elsevier
As climate change intensifies, attention to the issue of carbon emission reduction has
gradually increased. This research constructs a complete set of indicators of carbon …
gradually increased. This research constructs a complete set of indicators of carbon …
Exploring the dynamic connectedness between commodities and African equities
Market participants, regulators, and practitioners might have disregarded the prospective
integration of African markets and the integration of commodity markets with traditional …
integration of African markets and the integration of commodity markets with traditional …
[HTML][HTML] Time-frequency connectedness between food commodities: new implications for portfolio diversification
This study examines the time-frequency connectedness of food commodities (cereals, dairy,
food, meat, vegetable oil, and sugar) in the Food and Agriculture Organization's world food …
food, meat, vegetable oil, and sugar) in the Food and Agriculture Organization's world food …
Quantile dependence and asymmetric connectedness between global financial market stress and REIT returns: Evidence from the COVID-19 pandemic
Using daily data for the financial stress index of the US and real estate investment trusts
(REITs) returns from February 2, 2020, to January 20, 2022, we investigate the frequency …
(REITs) returns from February 2, 2020, to January 20, 2022, we investigate the frequency …
[PDF][PDF] Investor sentiment and the interdependence structure of GIIPS stock market returns: A multiscale approach
The GIIPS economies are noted to suffer the most consequences of systemic crises.
Regardless of their bad performance in crisis periods, their role (s) in asset allocation and …
Regardless of their bad performance in crisis periods, their role (s) in asset allocation and …
Information flow between global financial market stress and African equity markets: An EEMD-based transfer entropy analysis
The flow of information between markets is important to guide investors and policymakers in
the effective allocation of assets and proactive market regulation, respectively. This study …
the effective allocation of assets and proactive market regulation, respectively. This study …