Using negative to low-correlated assets to manage short-term portfolio risk is not uncommon
among investors, although the long-term benefits of this strategy remain unclear. This study …

This study has analysed the role of the domestic economic environment and regional
markets (Thailand, Japan, Hong Kong and China) in explaining the dynamics of Vietnamese …

This paper analyses the link between exchange rates and stock markets in four Central and
Eastern European countries. We simultaneously explore the comovements of foreign …

The Tobit cointegrated vector autoregressive model proposed in this study extends the
existing methodology by allowing the censored variable to be nonstationary. The approach …

Abstract Using Wavelet Coherence, Frequency Interconnectedness and Spillover
methodologies, this study investigates the dynamic comovements and spillover effects …

This study investigates the dynamic linkages and spillover effect between emerging
economies (BRICS and Turkey), focusing on global crises, notably the COVID‐19 pandemic …

In this paper, time-varying co-movements between the stock markets of Poland, the Czech
Republic, Hungary, and the capital markets of developed countries in stable and crisis …

The model we propose includes variables accounting for the behavioral aspects of decision-
making in the currency markets, namely the contagion effect between countries in the same …

This paper examines the level of capital mobility in European Union members using the
generalized method of moments (GMM) estimation technique developed by Hansen (1982) …

There are many scientific works the effects of monetary policy on the competitiveness of
enterprises. However, no research has yet been conducted on agricultural enterprises …