Quantile connectedness among digital assets, traditional assets, and renewable energy prices during extreme economic crisis
This study delves into an exploration of quantile connectedness across the domains of
digital and traditional financial assets with the renewable energy prices index. The daily …
digital and traditional financial assets with the renewable energy prices index. The daily …
CBDC uncertainty: Financial market implications
K Dunbar - International Review of Financial Analysis, 2023 - Elsevier
The current state of the art in the central bank digital currency (CBDC) literature views
indexes constructed from digital currency news to be fully informed about CBDC uncertainty …
indexes constructed from digital currency news to be fully informed about CBDC uncertainty …
Frequency dependence between oil futures and international stock markets and the role of gold, bonds, and uncertainty indices: Evidence from partial and multivariate …
This paper examines the frequency dynamic co-movements between crude oil prices and
stock market returns of three developed economies (Canada, Japan, and the USA) and the …
stock market returns of three developed economies (Canada, Japan, and the USA) and the …
Asymmetric volatility spillover among global oil, gold, and Chinese sectors in the presence of major emergencies
S Cheng, MJ Deng, R Liang, Y Cao - Resources Policy, 2023 - Elsevier
The volatility of international crude oil and gold markets has affected stock markets through
several economic channels, and the impact tends to be more evident with the appearance of …
several economic channels, and the impact tends to be more evident with the appearance of …
Extreme risk dependence and time-varying spillover between crude oil, commodity market and inflation in China
H Li, X Huang, L Guo - Energy Economics, 2023 - Elsevier
The fluctuation of general commodity prices, particularly crude oil prices, exerts a substantial
influence on the economic development of all countries. Based on the mean and quantile …
influence on the economic development of all countries. Based on the mean and quantile …
Green bonds and financial markets: Interdependence across different market situations
This study examines the multifaceted return interdependence between green bonds and
various assets and markets (conventional bonds, Islamic and conventional stocks, Bitcoin …
various assets and markets (conventional bonds, Islamic and conventional stocks, Bitcoin …
[HTML][HTML] Harmony in diversity: Exploring connectedness and portfolio strategies among crude oil, gold, traditional and sustainable index
S Sahoo - Resources Policy, 2024 - Elsevier
The research investigates dynamic connectedness and portfolio strategies among crude oil,
gold, global traditional (DJGI) and sustainable (DJSI) indices. The time-varying parameter …
gold, global traditional (DJGI) and sustainable (DJSI) indices. The time-varying parameter …
Volatility Spillover Dynamics and Determinants between FinTech and Traditional Financial Industry: Evidence from China
Z Wang, Y **a, Y Fu, Y Liu - Mathematics, 2023 - mdpi.com
We explore the dynamics and determinants of volatility spillover between financial
technology (FinTech) and the traditional financial industry (TFI). The total, directional, and …
technology (FinTech) and the traditional financial industry (TFI). The total, directional, and …
What does ESG risk premia tell us about mutual fund sustainability levels: A difference-in-differences analysis
This study evaluates the importance of environmental, social, and governance (ESG)
considerations in mutual fund performance using difference-in-differences (DID) analysis on …
considerations in mutual fund performance using difference-in-differences (DID) analysis on …
[HTML][HTML] The Nexus between Financial and Investment developments and State Capacity. The case of G-20
On this paper we examine the relationships between state capacity, approximated by the
Composite Index of National Capabilities, and certain macroeconomic and financial …
Composite Index of National Capabilities, and certain macroeconomic and financial …