[HTML][HTML] Is Bitcoin similar to gold? An integrated overview of empirical findings

NA Kyriazis - Journal of Risk and Financial Management, 2020 - mdpi.com
This paper sets out to explore whether Bitcoin can be considered as a globally accepted
asset that has a resemblance to gold, which is widely considered to be the safest choice. An …

[HTML][HTML] A survey on volatility fluctuations in the decentralized cryptocurrency financial assets

NA Kyriazis - Journal of Risk and Financial Management, 2021 - mdpi.com
This study is an integrated survey of GARCH methodologies applications on 67 empirical
papers that focus on cryptocurrencies. More sophisticated GARCH models are found to …

[HTML][HTML] Evaluating the dynamic connectedness of financial assets and bank indices during black-swan events: A Quantile-VAR approach

N Kyriazis, S Corbet - Energy Economics, 2024 - Elsevier
This study examines whether precious metals, industrial metals, energy and agricultural
commodities, or cryptocurrencies form trustworthy safe havens against extreme price …

Flexible inflation targeting and stock market volatility: Evidence from emerging market economies

I Dridi, A Boughrara - Economic Modelling, 2023 - Elsevier
Since the recent financial crisis, inflation targeting has been considered as one of the
causes of the authorities' unresponsiveness to the buildup of financial instability. Related …

Macroeconomic and monetary policy responses in selected highly indebted MENA countries post Covid 19: A structural VAR approach

S Neaime, I Gaysset - Research in International Business and Finance, 2022 - Elsevier
With limited fiscal space, MENA governments with flexible exchange rates have been relying
extensively on accommodative monetary policy to circumvent external shocks such as Covid …

Walls of capital: quantitative easing, spatial inequality, and the winners and losers of Canada's pandemic-era housing market

M August, D Cohen, E Rosenman - Cambridge Journal of …, 2023 - academic.oup.com
This paper analyzes the Bank of Canada's (BoC) pandemic-era quantitative easing (QE)
programs and their distributive implications, focusing on the Canadian housing market. First …

Patterns of unconventional monetary policy spillovers during a systemic crisis

Z Umar, A Bossman, N Iqbal, T Teplova - Applied Economics, 2024 - Taylor & Francis
We examine whether the COVID-19 pandemic-induced systemic shocks cause a change in
the dynamics of monetary policy spillovers among developed economies. Results from our …

Spillover Effect Normalisasi Kebijakan Moneter AS terhadap Indonesia

J Suwondo - Journal of Regional Economics Indonesia (JREI), 2023 - jurnal.unmer.ac.id
Tujuan dari penelitian ini adalah untuk menganalisis Spillover Effect dari normalisasi
kebijakan moneter America Serikat yaitu FFR (Federal Funds Rate) terhadap variabel …

Do Trade Agreements Enhance Bilateral Trade? Focus on India and Sri Lanka

HW Akram, A Ahmad, LP Dana, A Khan, S Akhtar - Sustainability, 2024 - mdpi.com
This article examines bilateral trade relations between the two important countries of South
Asia, India and Sri Lanka, in light of the South Asian Free Trade Area (SAFTA) and the India …

[HTML][HTML] Investigating the nexus between European major and sectoral stock indices, gold and oil during the COVID-19 pandemic

ΝA Kyriazis - SN Business & Economics, 2021 - Springer
This paper investigates the dynamic conditional linkages between the Eurostoxx50, and the
Eurostoxx600 and its sub-indices with COVID-19 deaths, gold, and crude oil. The Dynamic …