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 …
[HTML][HTML] African and international financial markets interdependencies: does COVID-19 media coverage make any difference?
This study examines the co-movement and time-varying integration between equity,
exchange rate, and international market volatility indices across different time–frequency …
exchange rate, and international market volatility indices across different time–frequency …
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 …
African sovereign risk premia and international market assets: A relook under the COVID-19 outbreak
Using the wavelet multiscale coherence technique, the paper examines the
interdependences between global market assets, sovereign credit default swap (CDS) and …
interdependences between global market assets, sovereign credit default swap (CDS) and …
The Pandemic Waves' Impact on the Crude Oil Price and the Rise of Consumer Price Index: Case Study for Six European Countries
This study examines the response of the Consumer Price Index (CPI) in local currency to the
COVID-19 pandemic using monthly data (March 2020–February 2022), comparatively for six …
COVID-19 pandemic using monthly data (March 2020–February 2022), comparatively for six …
[PDF][PDF] The Journal of Economic Asymmetries
Several rounds of Quantitative Easing since the financial crisis of 2008 have resulted in very
large expansions in the monetary base of the US and other economies. This paper asks …
large expansions in the monetary base of the US and other economies. This paper asks …