Searching for hedging and safe haven assets for Indian equity market – a comparison between
gold, cryptocurrency and commodities | Emerald Insight Books and journals Case studies …

Socially responsible investment (SRI) has grown enormously and has expanded globally in
recent years. It allows SRI investors to reduce their portfolio risk assumptions through …

This study investigates return and asymmetric volatility spillovers and dynamic correlations
between the main and small and medium-sized enterprise (SME) stock markets in Saudi …

The basic thrust of this article is to examine how shocks and volatility are transmitted across
sector indices. This article employs the autoregressive asymmetric BEKK-GARCH model …

This paper contrasts the performance of the Capital Asset Pricing Model (CAPM) augmented
by size and liquidity factors with its time varying coefficient counterpart, using a unique …

This paper re-examines the relationship among different firms using a combination of
multivariate GARCH models (symmetric and asymmetric with structural changes) and the …

The main thrust of this study is to investigate both the long-term and short-term links among
sectors of the Egyptian equity market. The empirical analysis is carried out using Johansen's …

The article attempts to explore the interlinkages among the Nifty thematic indices and their
portfolio implications. First, we examine the return and volatility spillovers among eight Nifty …

This study contributes to the ongoing debate on the size effect and size-based investment
styles by investigating the return and volatility spillovers and time-varying conditional …

In recent years, mainland China (hereafter, China) has been opening up to the outside
world, and a memorandum of understanding (MOU) and economic cooperation framework …