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How integrated are regional green equity markets? : evidence from a cross-quantilogram approach
Pham, Linh - In: Journal of risk and financial management : JRFM 14 (2021) 1/39, pp. 1-58
Rising concerns over climate change have increased investors’ and policymakers’ interests in environmentally friendly investments, which have led to the rapid expansion of the green equity market recently. Previous studies have focused on analyzing the green equity market at the aggregate...
Persistent link: https://www.econbiz.de/10012417767
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Cross country stock market comovement : a macro perspective
Anagnostopoulos, Alexios; Atesagaoglu, Orhan Erem; … - In: Journal of monetary economics 130 (2022), pp. 34-48
Persistent link: https://www.econbiz.de/10013396245
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General purpose technologies as systematic risk in global stock markets
Hsu, Po-Hsuan; Wang, Huijun; Yang, Wei - In: Journal of money, credit and banking : JMCB 54 (2022) 5, pp. 1141-1173
Persistent link: https://www.econbiz.de/10013466151
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Weak form efficiency and martingale difference sequence tests of six African stock market indexes
Setlhare, Lexi L.; Kouassi, Eugène - In: The empirical economics letters : a monthly … 15 (2016) 1, pp. 37-44
Persistent link: https://www.econbiz.de/10011579682
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Currency price risk and stock market returns in Africa : dependence and downside spillover effects with stochastic copulas
Boako, Gideon; Alagidede, Paul - In: Journal of multinational financial management 41 (2017), pp. 92-114
Persistent link: https://www.econbiz.de/10011927874
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International Monetary Policy and Cryptocurrency Markets : Dynamic and Spillover Effects
Elsayed, Ahmed H.; Sousa, Ricardo M. - 2022
cryptocurrency returns and monetary policy spillovers were particularly large when shadow policy rates became negative, moderated … during the Fed's "tapering process", and sharpened again more recently as cryptocurrency buoyancy returned. Gross directional … spillovers suggest that shadow policy rates have more "to give than to receive", while those from and to cryptocurrency returns …
Persistent link: https://www.econbiz.de/10013292074
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Effect of bifurcation on the interaction between Bitcoin and Litecoin
Tu, Zhiyong; Xue, Changyong - In: Finance research letters 31 (2019), pp. 382-385
Persistent link: https://www.econbiz.de/10012421673
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Does Bitcoin hedge commodity uncertainty?
Hoang, Khanh; Nguyen, Cuong; Poch, Kongchheng; Nguyen, … - In: Journal of risk and financial management : JRFM 13 (2020) 6/119, pp. 1-14
This paper examines the connectedness between Bitcoin and commodity volatilities, including oil, wheat, and corn, during the period Oct. 2013-Jun. 2018, using time- and frequency-domain frameworks. The time-domain framework's results show that the connectedness is 23.49%, indicating a low level...
Persistent link: https://www.econbiz.de/10012305145
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Investigating volatility transmission and hedging properties between Bitcoin and Ethereum
Beneki, Christina; Koulis, Alexandros; Kyriazis, Nikolaos A. - In: Research in international business and finance 48 (2019), pp. 219-227
Persistent link: https://www.econbiz.de/10012135874
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Blockchain market and eco-friendly financial assets : dynamic price correlation, connectedness and spillovers with portfolio implications
Abakah, Emmanuel Joel Aikins; Ullah, G. M. Wali; … - In: International review of economics & finance : IREF 87 (2023), pp. 218-243
Persistent link: https://www.econbiz.de/10014472075