[HTML][HTML] The dynamic volatility nexus of FinTech, innovative technology communication, and cryptocurrency indices during the crises period
In this study, we investigate the dynamic volatility connectedness of FinTech, innovative
technology communication, and cryptocurrency indices for the period from June 2018 to …
technology communication, and cryptocurrency indices for the period from June 2018 to …
Dynamic connectedness and network in the high moments of cryptocurrency, stock, and commodity markets
This study examines the connectedness in high-order moments between cryptocurrency,
major stock (US, UK, Eurozone, and Japan), and commodity (gold and oil) markets. Using …
major stock (US, UK, Eurozone, and Japan), and commodity (gold and oil) markets. Using …
Do the green bonds overreact to the COVID-19 pandemic?
T Cui, MT Suleman, H Zhang - Finance Research Letters, 2022 - Elsevier
This paper explores the impacts of the COVID-19 pandemic on the global green bond and
conventional assets, including commodity, treasury, stock and clean energy markets, using …
conventional assets, including commodity, treasury, stock and clean energy markets, using …
Modeling Covid-19 contagious effect between asset markets and commodity futures in India
For the purpose of optimizing an investment portfolio in the Indian market, this research
provides an understanding of the connectedness, volatility transmission and investment …
provides an understanding of the connectedness, volatility transmission and investment …
Dependence and risk management of portfolios of metals and agricultural commodity futures
This paper examines the dependence structure and the portfolio allocation characteristics of
a main industrial portfolio metals (gold, platinum, palladium, aluminum, silver, copper, zinc …
a main industrial portfolio metals (gold, platinum, palladium, aluminum, silver, copper, zinc …
The dynamic volatility connectedness of global financial assets during the Ebola & MERS epidemic and the COVID-19 pandemic
We investigate the dynamic volatility connectedness of regional stocks, gold, Bitcoin, oil, and
uncertainty index related to infectious diseases for the period from January 2014 to June …
uncertainty index related to infectious diseases for the period from January 2014 to June …
The Impact of the COVID-19 Pandemic on the Volatility of Cryptocurrencies
This study aimed to investigate the interactions between Bitcoin to euro, gold, and STOXX50
during the period of COVID-19. First, a bibliometric analysis based on the R package was …
during the period of COVID-19. First, a bibliometric analysis based on the R package was …
A dynamical model with time delay for risk contagion
M Aliano, L Cananà, G Cestari, S Ragni - Mathematics, 2023 - mdpi.com
The explanation of risk contagion among economic players—not only in financial crises—
and how they spread across the world has fascinated scholars and scientists in the last few …
and how they spread across the world has fascinated scholars and scientists in the last few …
Analyzing the dynamic relationship between ESG scores and firm value in Chinese listed companies: insights from generalized cross-lagged panel model
The relationship between a company's Environment, Social and Governance (ESG) scores
and market value dynamics has been the focus of extensive research. Our study aimed to …
and market value dynamics has been the focus of extensive research. Our study aimed to …
[HTML][HTML] Is the Russian green bond market strong enough to hedge in the Crisis Times?
I Frecautan - Корпоративные финансы, 2024 - cyberleninka.ru
The scope of this research has two facets. First, we study the spillover effects between the
Russian green bonds and the leading capital market's 'indexes before and after the …
Russian green bonds and the leading capital market's 'indexes before and after the …