We test for the existence of volatility spillovers and co-movements among energy-focused corporations during the outbreak of the COVID-19 pandemic, inclusive of the April 2020 events where West Texas Intermediate (WTI) oil future prices became negative. Employing the spillover index approach of...

We test for the existence of volatility spillovers and co-movements among energy-focused corporations during the outbreak of the COVID-19 pandemic, inclusive of the April 2020 events where West Texas Intermediate (WTI) oil future prices became negative. Employing the spillover index approach of...

We test for the existence of volatility spillovers and co-movements among energy-focused corporations during the outbreak of the COVID-19 pandemic, inclusive of the April 2020 events where West Texas Intermediate (WTI) oil future prices became negative. Employing the spillover index approach of...

Cryptocurrency values have recently fallen substantially. Why? We examine the impact of attention on the Russia-Ukraine War, proxied by Google Trends , on cryptocurrencies (and equity). Using quantile cross-spectral analysis, we observe that co-movement between War attention, stocks, and...

The engendering of systemic risk through contagion from stressed firms continues to be of great scholarly interest. While the contribution to systemic risk of enforcement actions against firms in the financial industry, for instance, has received much recent attention, the systemic risk to...

Prior literature has strongly affirmed the relationship between international business leadership and national culture. In addition, GMAT scores continue to be an important component of applications for admission to masters programs in business and are very important for managerial development...

This paper examines a topic of much interest, the association of financial architecture and national equity premia for recent eight-year period from fifteen emerging-market countries. Modeling simultaneously our estimate of the ex ante equity premium as a dependent variable and our measure of...

National pension systems are an important part of financial intermediation and worker welfare in most countries, but how and why do they differ internationally? Controlling for important political, economic and social institutions, we document that international differences in pension...

In the study of economic and financial panel data it is often important to differentiate between time-series and cross-sectional effects. We present two estimation procedures that can do so and illustrate their application by examining international variations in expected equity premia and...

National pension systems are an important part of financial intermediation and worker welfare in most countries, but how and why do they differ internationally? Controlling for important political, economic and social institutions, we document that international differences in pension...