Purpose The goal of this paper is twofold: to assess the influence of specific corporate and market features on automobiles and parts sector's profitability in Euro area and to identify this particular sector's optimum debt level. Design/methodology/approach For the paper's purposes, the authors...

In times of intense economic variability and social turbulence worldwide, this paper aims to examine the existence of transient correlations and interdependencies between the most important MSCI ESG indices worldwide and the most important commodities' index, economic uncertainty, natural gas,...

The purpose of this paper is to test whether cointegration and causality relationships exists among the Europrean Stock Markets come to be known as the PIIGS, an acronym for Portugal, Italy, Ireland, Greece and Spain. By testing whether such kind of relationships exist among these stock markets,...

Argentina is the only country in the world that was developed in 1900 and developing in 2000. Although there is widespread consensus on the occurrence and uniqueness of this decline, an intense debate remains on its timing and underlying causes. This paper provides a first systematic...

The aim of this paper is to investigate the relationship of price changes in the southern European E.U. member states through their stock markets and especially among the exchange markets of Portugal, Italy, Ireland, Greece and Spain, known also as the PIIGS countries. More specifically, it is...

This study investigates the contagion effects of the 2007-2009 global financial crisis across multiple asset markets and different regions. It uses daily return data of six asset classes: stocks, bonds, commodities, shipping, foreign exchange and real estate. A robust analysis of financial...

The aim of this paper is to investigate the relationship of price changes in the southern European E.U. member states through their stock markets and especially among the exchange markets of Portugal, Italy, Ireland, Greece and Spain, known also as the PIIGS countries. More specifically, it is...

This study investigates the contagion effects of the 2007-2009 global financial crisis across multiple asset markets and different regions. It uses daily return data of six asset classes: stocks, bonds, commodities, shipping, foreign exchange and real estate. A robust analysis of financial...