As the UK and the EU prepare to start negotiations for Brexit, it is important for both sides to comprehend the full extent of the consequences of this process. In this paper, we employ an agent based simulation framework in order to test for the short-term and long-term effects of Brexit on...

Using data of the constituents of the MSCI USA ESG leader index, this study investigates the herding behavior in the US ESG stocks over the period from January 03, 2007 to September 30, 2020. Our results reveal a significant herding behavior in the US ESG leader stocks. Our findings also show...

We investigate the contagion appetite generated by the current debt crisis in Greece by focusing on six European Monetary Union bond markets, namely the Netherlands, Germany, Italy, Spain, Portugal and France. We use a framework that contains two procedures, a spillover regime/switching model...