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 …
This study examines whether precious metals, industrial metals, energy and agricultural commodities, or cryptocurrencies form trustworthy safe havens against extreme price …
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 …
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 …
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 …
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 …
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 …
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 …
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 …