We examine whether Bitcoin can hedge global uncertainty, measured by the first principal
component of the VIXs of 14 developed and developing equity markets. After decomposing …

We examine the predictive power of implied volatility in the commodity and major developed
stock markets for the implied volatility in individual BRICS stock markets. We use daily data …

Financial markets integration has resulted in high interconnectedness among the BRICS
stock markets, which minimizes diversification potentials. This has increased investors' …

In this paper, we assess the movements of euro area sovereign bond yield spreads vis-à-vis
the German Bund as processes specified across different levels of volatility and subject to …

Economic policy uncertainty (EPU) relates to ambiguity surrounding possible changes in
government policy and their associate impact on firm performance. This uncertainty places …

This paper explores how fear sentiment affects the price of Bitcoin by employing the rolling-
window Granger causality tests. The analysis reveals negative influences from the volatility …

This paper investigates the flight-to-safety phenomenon by examining the interactions
between the stock market volatility (VIX) and volatilities of the Treasury note, gold, and silver …

We study whether asset-class risk dynamics can help explain the predominantly negative
stock-bond return relation and movements in the term structure's slope over 1997–2011 …

In the face of frequent market turbulences leading to losses for investors, it becomes
unarguably essential to determine factors capable of accurately forecasting stock returns …

This paper examines the Urban Construction Investment Bond (UCIB) as a tradable product
in the financial market and a financial tool for local government in China. The development …