This paper investigates the link between crude oil prices (COP) and green bonds through a rolling-window Granger-causality test. The positive, negative, and uncorrelated impacts of COP on the green bond index (GBI) are captured with the same sample. The positive effects show that the prosperity...

Considering the economic impact of hosting the Olympic Games, this work explores the relationship between the Chinese and international equity markets before and after the two Olympic Games hosted in China. We choose SSEC as the representative of the Chinese equity markets, and use DJI and N225...

This study examines causal relationship between foreign direct investment (FDI) inflows and economic growth in Tanzania during 1990-2020. As financial development and trade were not incorporated in extant studies, we included them as intermediate variables because of their intermediation role in...

This paper examines the empirical relationship (contemporaneous and causal) between volume and return, and volume and volatility in the light of competing hypothesis about market structure by using daily data of Sensitive Index of the Bombay Stock Exchange. Consistent with mixture of...

This research adds to the assessment of the causal relationships between residential electricity consumption and its explanatory factors. Johansen cointegration, autoregressive distributed lag model, the vector error correction model, and Wald causality tests are used. In both the short and long...

Purpose – The aim of this paper is to investigate causal link between social capital and microfinance by testing the role of social capital in explaining the household's access to microcredit under the group-based lending approach. Design/methodology/approach – Household level primary data...

Purpose – The aim of this paper is to investigate causal link between social capital and microfinance by testing the role of social capital in explaining the household's access to microcredit under the group-based lending approach. Design/methodology/approach – Household level primary data...

The present article examines the impact of rolling settlement on contemporaneous and causal relationships between return, volume and volatility in Indian stock market using daily data of closing prices and volume of NIFTY index of NSE and SENSEX of BSE from January 1997 to June 2007. The...