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Chapter 1. Review of the Development of Energy Finance -- Chapter 2. What Do We Know About the Oil Price-Exchange Rate Link? - The Role of Time-Variation and Supply/Demand Dynamics -- Chapter 3. Crude Oil Prices, Exchange Rates, Stock Markets and Industrial Production Relationships in Emerging...
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This book sheds new light on The Greek economic challenges and helps readers understand the current debt crisis. Chapters from leading experts in the field identify and outline potential solutions to the on-going decline of the Greek economy by considering both Eurozone-adopted current policy...
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We examine the international impact of recent financial crises on contagion dynamics within international equity portfolios. First, we highlight the importance of macroeconomics for portfolio weighting for each region, and then we examine contagion via a structural regime-switching model and a...
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We investigate volatility contagion across G7 stock markets and the market for crude oil for the period between 2007 and 2021. Following the work of Balcilar et al. (2021), we utilise the TVP-VAR extended joint connectedness method and compare results to the standard TVP-VAR method that...
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