The interconnection of stock markets offers valuable insights into the broader dynamics of global financial markets. This study uses the Diebold and Yilmaz index model to analyze …
MU Rehman, N Ahmad, SJH Shahzad, XV Vo - Emerging Markets Review, 2022 - Elsevier
Stock markets have exhibited increased returns connectedness during the COVID-19 period. We examine the returns dependence among 42 stock markets classified under …
The study investigates nonlinearity in the interrelationship between liquidity creation (LC) and bank capital. It addresses the reverse-causality concerns by employing a simultaneous …
ASEAN nations started ASEAN Economic Community (AEC) initiatives, with the goal of improving the economic movement in ASEAN. The initiative is expected to lead to higher …
The study explores the theoretical background of Basel III and investigates the drivers of interest rate risk and credit risk of banks in various parlances, namely, pre and post the …
This paper examined whether financial statement comparability constrains opportunistic earnings management in frontier market countries. Using a large sample of 19 frontier …
H Al-Hajieh - Cogent Economics & Finance, 2023 - Taylor & Francis
Since portfolio management relies on the association of portfolio diversification, analyzing the spillover between the United States (US) and Asian-Pacific financial markets has …
The previous studies have shown that capital market integration has increased in the ASEAN-5, implying that investors making investment diversification across ASEAN capital …
R Verma - IIM Ranchi journal of management studies, 2024 - emerald.com
Purpose The study aims is to explore the cointegration level among major Asian stock indices from pre-COVID-19 to post COVID-19 times. Design/methodology/approach …