During the COVID-19 pandemic, German short-term government bond yields seem to Granger cause long-term government bond yields. Moreover, by examining 2- and ­30-year interest rates, feedback effects between the two time series can be detected. This is not the case when analyzing 2- and 10-year...

The rapid and widespread digitalization of economies warrants a better understanding of its impact on society and economy. This study contributes to this new but important research agenda by examining how news on digitalization affects digital economy related exchange traded funds (ETFs). For...

This study advances the understanding of the Preferred Habitat Model's capacity to shed light on the inter-market transfer of mean returns and the diffusion of price volatility in Pakistani investment markets. It examines the extent to which returns in one market exert a systematic influence on...

This study investigates the impact of central bank digital currencies (CBDCs) on monetary policy flexibility, the effective lower bound (ELB), and negative interest rate policies (NIRPs), specifically in the case of the digital euro (DE). Through a combination of theoretical modeling and...