Are high-income and innovative nations resilient to the Russia-Ukraine war?

V Kumari, M Hassan, DK Pandey - International Review of Economics & …, 2024 - Elsevier
Using an event study analysis on daily closing prices of 83 stock market indices from
February 10, 2021 to March 14, 2022, we find that the Russia-Ukraine war negatively …

How EPU, VIX, and GPR interact with the dynamic connectedness among commodity and financial markets: Evidence from wavelet analysis

X Chen, Y Yao, L Wang, S Huang - The North American Journal of …, 2024 - Elsevier
This paper discusses how various uncertainties interact with the return connectedness
among commodity and financial markets from the time–frequency perspective. To begin …

International financial integration and financial stress of emerging market economies: The role of institutional quality

SR Tan, XW Yeap, C Li - Emerging Markets Review, 2024 - Elsevier
In the wake of unprecedented financial liberalization policies adopted by Emerging Market
Economies (EMEs) since the late 20th century, their integration into global financial markets …

[HTML][HTML] Optimal Monetary and Fiscal Policies to Maximise Non-Parallel Risk Premia in Sovereign Bond Markets

S Hariparsad, E Maré - Journal of Risk and Financial Management, 2024 - mdpi.com
In this paper, we analysed several emerging market (EM) and developed market (DM)
sovereign yield curves to identify the proportion of parallel and non-parallel shifts over time …

Exploiting non-parallel risk premia in the South African sovereign bond market

S Hariparsad, E Maré - South African Journal of Economic and …, 2024 - journals.co.za
Background This study focuses on diversifying fixed income attribution beyond yield and
duration by identifying new risk premia applicable to various investment strategies. Aim To …

FraNK: Fragmentation in the NK Model

V Nispi Landi, A Moro - Available at SSRN 4966420, 2024 - papers.ssrn.com
We set up a multi-country New Keynesian model to study the effects of a geoeconomic
fragmentation shock, modeled as an increase in the tax rates on goods, commodities, and …

Sustainable Investments: New Drive for Growth Amid Geopolitical Fragmentation

J Liu, U Sengstschmid - Available at SSRN 4878089, 2024 - papers.ssrn.com
This paper examines the dynamics of sustainability-related venture capital investments in
ASEAN amid globally rising geopolitical tensions. Analyzing data from CrunchBase, we …

Ekonomik Milliyetçilik ve Korumacılık Politikalarındaki Yükseliş; Küresel Ekonomideki Parçalanma

VA Çevik - REFLEKTİF Sosyal Bilimler Dergisi, 2024 - dergi.bilgi.edu.tr
Özet Dünya toplumları 1945 yılından itibaren kurallara dayalı küresel ticaret sisteminden
faydalanmış ve fırsatlarla dolu bir refah dönemi geçirmiştir. Özellikle de son 30 yılda …