Technology firms are increasingly moving to finance. They are able to make use of a large
stock of user data and offer a range of services that otherwise were not possible. This move …

This study analyzes the tail-dependence between green bonds and other asset classes
including energy markets, stock markets, and conventional bonds. The study employs the …

Do climate risks affect sovereign ratings? This study selects 117 countries around the globe
and constructs the ordered logit model to study the relationship between climate risks and …

Climate change poses enormous ecological, socio‐economic, health, and financial
challenges. A novel extreme value theory is employed in this study to model the risk to …

The aim of this paper is to analyse integration and test the hypothesis of an efficient market,
in its weak form, in sixteen international financial markets. The sample covers the period …

This paper examines the time and frequency co-movement between sovereign credit ratings
and economic risk for five Balkan countries, namely Bulgaria, Greece, Croatia, Romania …

This paper presents a panoramic overview of sovereign risk research. Based on 143 top
papers and 2343 mainstream papers retrieved, bibliometric analysis and content analysis …

In multinomial classification analysis, the issue of mixed-frequency data is becoming
increasingly common. To solve the multiclassification problem in a mixed-frequency data …

This paper provides a novel perspective on the predictive ability of credit rating
announcements over stock market returns and volatility using a novel methodology that …

This paper examines whether the influence of investor protection on banks' risk is channeled
through banking regulation, and vice-versa, using panel data from a sample of 567 …