Rapidly growing numbers of empirical papers assessing the financial effects of COVID-19
pandemic triggered an urgent need for a study summarising the existing knowledge of …

This paper uses dynamic panel data methods to examine the determinants of non-
performing loans (NPLs) in the Greek banking sector, separately for each loan category …

Housing price comovements are an important issue in economics. This study focuses on
monthly housing prices of 99 major cities in China for the years 2010–2019 by using …

Purpose Understandings of house prices and their interrelationships have undoubtedly
drawn a great amount of attention from various market participants. This study aims to …

This book provides a comprehensive description of the state-of-the-art in modelling global
and national economies. It introduces the long-run structural approach to modelling that can …

This paper examines global (mature market) and regional (emerging market) spillovers in
local emerging stock markets. Tri-variate VAR-GARCH (1, 1)-in-mean models are estimated …

This paper investigates stock returns volatility spillovers in emerging and developed markets
(DMs) using multivariate-GARCH (MGARCH) models and their variants. In addition, we …

This paper examines the linkages between the emerging stock markets in Warsaw and
Budapest and the established markets in Frankfurt and the US By using a four-variable …

The present study investigates the changes in G20 stock market dynamics and their
interlinkages in the aftermath of COVID-19. It utilizes the Detrended Cross-Correlation …

This article examines the impact of the 2007–2009 Global Financial Crisis on the
interrelationships among global stock markets and the informational role of the TED spread …