The existing studies have offered evidence that the widespread of COVID-19 is associated with an increase in global foreign exchange volatility. Can vaccination efforts help to mitigate these adverse effects? Our paper turns to this new question by investigating the impact of vaccinations on the...

During the year 2017, hurricanes Irma and Maria wreaked havoc in the Caribbean and severely disrupted entire societies. This study extends the literature on the impact of climate change on Small Island Developing States by investigating the impact of hurricanes and tropical storms on stock and...

We employ multifractal detrended fluctuation analysis (MF-DFA) to provide the first look at the efficiency of forex markets during the initial period of ongoing COVID-19 pandemic, which has disrupted the financial markets globally. We use high frequency (5-min interval) data of six major...

This heterogeneous interacting agents model of a financial market is a generalization of the model proposed by Westerhoff (The Use of Agent-Based Financial Market Models to Test the Effectiveness of Regulatory Policies) by traders who are allowed to have different investment horizons as...

This heterogeneous interacting agents model of a financial market is a generalization of the model proposed by Westerhoff (The Use of Agent-Based Financial Market Models to Test the Effectiveness of Regulatory Policies) by traders who are allowed to have different investment horizons as...

This agent-based financial market model is a generalization of the model of Westerhoff (The Use of Agent-Based Financial Market Models to Test the Effectiveness of Regulatory Policies) by traders who are allowed to have different investment horizons as introduced by Demary (Who Does a Currency...