This monograph is a critical review of the biological activities that occur during virgin olive oil
(VOO) extraction process. Strategic choices of plant engineering systems and of processing …

Rapidly growing numbers of empirical papers assessing the financial effects of COVID-19
pandemic triggered an urgent need for a study summarising the existing knowledge of …

In this paper, we investigate worldwide contagion and its determinants during the 2008
financial crisis. Utilizing an international sample of returns from 2003 to 2009, we consider …

This paper examines mean and volatility spillovers between three major cryptocurrencies
(Bitcoin, Litecoin and Ethereum) and the role played by cyber-attacks. Specifically, trivariate …

This paper models volatility spillovers from mature to emerging stock markets, tests for
changes in the transmission mechanism during turbulences in mature markets, and …

This paper examines global (mature market) and regional (emerging market) spillovers in
local emerging stock markets. Tri-variate VAR-GARCH (1, 1)-in-mean models are estimated …

In this paper potential financial linkages between liquidity and bank solvency measures in
advanced economies and emerging market (EM) bond and stock markets are …

This study aims to investigate the impact of a wide range of economic and non-economic
events on stock market spillover effects in a group of 16 major developed and emerging …

Stock market integration and volatility spillover between India and its major Asian
counterparties is studied. Apart from different degrees of correlations, contemporaneous …

We develop Granger causality tests that apply directly to data sampled at different
frequencies. We show that taking advantage of mixed frequency data allows us to better …