Turnitin
降AI改写
早检测系统
早降重系统
Turnitin-UK版
万方检测-期刊版
维普编辑部版
Grammarly检测
Paperpass检测
checkpass检测
PaperYY检测
Spillovers of joint volatility-skewness-kurtosis of major cryptocurrencies and their determinants
Spillovers in high-order moments are understudied in the cryptocurrency markets, and
notably their joint volatility-skewness-kurtosis spillover effect and its drivers are overlooked …
notably their joint volatility-skewness-kurtosis spillover effect and its drivers are overlooked …
Did the Indian stock market sail the Russia-Ukraine storm safely?
With a sample of 1422 NSE-listed stocks, this study employs the event study method to find
the impact of the Russian invasion of Ukraine 2022 on the Indian stock market. Further …
the impact of the Russian invasion of Ukraine 2022 on the Indian stock market. Further …
Quantile and asymmetric return connectedness among BRICS stock markets
We investigate the quantile and asymmetric return connectedness among the BRICS stock
exchanges between 1 January 2002 and 31 December 2022. Over the years the BRICS …
exchanges between 1 January 2002 and 31 December 2022. Over the years the BRICS …
[HTML][HTML] Exploring the dynamic behaviour of commodity market tail risk connectedness during the negative WTI pricing event
Using a TVP-VAR analytical framework, this study explores the change and persistence of
the dynamic connectedness of international energy and carbon credit markets. The overall …
the dynamic connectedness of international energy and carbon credit markets. The overall …
Quantile time-frequency connectedness among G7 stock markets and clean energy markets
The rapid growth of clean energy markets as a distinct asset class has attracted significant
investor attention. This study examines the interdependence between G7 stock markets and …
investor attention. This study examines the interdependence between G7 stock markets and …
[HTML][HTML] Asymmetric connectedness and investment strategies between commodities and Islamic banks: Evidence from gulf cooperative council (GCC) markets
The study uses the data of thirteen Islamic Banks (IB) in the GCC region and sixteen
commodities that include soft agriculture, energy, industry, and precious metal commodities …
commodities that include soft agriculture, energy, industry, and precious metal commodities …
Volatility spillovers between sovereign CDS and futures markets in various volatility states: Evidence from an emerging economy around the pandemic
We study quantile connectedness across the realized volatility of the 5-year Turkish CDS
spreads and four futures contracts of USDTRY, EURTRY, XU030, and XAUTRY around the …
spreads and four futures contracts of USDTRY, EURTRY, XU030, and XAUTRY around the …
Oil in crisis: What can we learn
This study focuses on the Chicago Board Options Exchange Oil Volatility Index
(CBOEOVX)'s volatility transmission to the European stock markets. In the first section, to …
(CBOEOVX)'s volatility transmission to the European stock markets. In the first section, to …
Effects of the first wave of COVID-19 pandemic on implied stock market volatility: International evidence using a google trend measure
This paper investigates the relationship between investors' attention, as measured by
Google search queries, and equity implied volatility during the COVID-19 outbreak. Recent …
Google search queries, and equity implied volatility during the COVID-19 outbreak. Recent …
Dynamic connectedness amongst green bonds, pollution allowance policy, social responsibility and uncertainty
H Alqaralleh - The Journal of Risk Finance, 2024 - emerald.com
Purpose This study explores the interconnectedness and complexity of risk-varied climate
initiatives such as green bonds (GBs), emissions trading systems (ETS) and socially …
initiatives such as green bonds (GBs), emissions trading systems (ETS) and socially …