Results 21 to 30 of about 572,132 (309)

Green Sukuk or Green Bonds: A Comparative Study of Diversification and Hedging Prospects

open access: yesمجلة بيت المشورة, 2023
This study employs the wavelet coherence and the spillover index methodologies to compare time-varying relationship between green sukuk (GSI) and green bonds (SPGB) with S&P 500, FTSE 100, KBW NASDAQ Financial Technology Index and Bitcoin between October
MUNIR SOUD KHAMIS
doaj   +1 more source

An Empirical Analysis of Romania’s Comovement with the Euro Zone [PDF]

open access: yesTheoretical and Applied Economics, 2009
In light of adopting the euro in the near future, it is important to asses to which extent the Romanian business cycle evolves in a similar fashion with that of the euro zone.
Nicolae Dardac, Elena Bojesteanu
doaj   +1 more source

Romanian Stock Market Integration with Europe: A Covid-19 Perspective [PDF]

open access: yesSEA: Practical Application of Science
Understanding the interconnectedness of financial markets is essential for assessing market efficiency, risk transmission, and financial integration, particularly in the context of global shocks.
Botond BENEDEK
doaj   +1 more source

Empirical Evidence of Co-Movement between the Canadian CDS, Stock Market And TSX 60 Volatility Index

open access: yesSEISENSE Journal of Management, 2020
Purpose- The prime objective of this study was to find the co-movement between the Canadian credit default swaps market, the Stock market and volatility index (TSX 60 Index) Design/ Methodology- To achieve this purpose, daily data containing 2870 ...
Ramzan Ali   +4 more
doaj   +1 more source

Hedging Extreme Co-Movements [PDF]

open access: yesSSRN Electronic Journal, 2002
11 pages including 3 ...
Y. Malevergne, D. Sornette
openaire   +3 more sources

Volatility and Co‑movement: an Analysis of Food Commodity Prices in Nigeria

open access: yesAgricultura Tropica et Subtropica, 2017
This study explains volatility as a measure and interaction of the possible movement in a particular economic variable. Prices change rapidly in adjustment to market circumstances.
Ogunmola Omotoso Oluseye   +2 more
doaj   +1 more source

Investigating the Relationship between Credit Cycles and Business Cycles in Iranian Economy [PDF]

open access: yesپژوهشهای اقتصادی, 2020
Macroeconomic policy makers and planners always use different tools to achieve economic goals. Credit control is one of these tools. The boom and recession of the financial sector of the economy are called the credit cycle, and of the real sector is ...
Ahad Seifi Koshki   +2 more
doaj  

Cross-Market Correlations and Financial Contagion from Developed to Emerging Economies: A Case of COVID-19 Pandemic

open access: yesEconomies, 2022
In the event that the COVID-19 pandemic spreads across various stock markets, this study may be deemed as one of the primary studies to evaluate cross-market interactions.
Taufeeque Ahmad Siddiqui   +3 more
doaj   +1 more source

Impact of the Global Fear Index (COVID-19 Panic) on the S&P Global Indices Associated with Natural Resources, Agribusiness, Energy, Metals, and Mining: Granger Causality and Shannon and Rényi Transfer Entropy

open access: yesEntropy, 2023
The Global Fear Index (GFI) is a measure of fear/panic based on the number of people infected and deaths due to COVID-19. This paper aims to examine the interconnection or interdependencies between the GFI and a set of global indexes related to the ...
Pedro Celso-Arellano   +4 more
doaj   +1 more source

CO‐MOVEMENT OF AUSTRALIAN STATE BUSINESS CYCLES* [PDF]

open access: yesAustralian Economic Papers, 2007
We use a variety of techniques to examine the nature and degree of co‐movement among Australian state business cycles. Consistent with the results of Dixon and Shepherd (2001), we find that these cycles move quite closely together, with particularly strong links between the cycles of the larger states.
Thomas Walker, David Norman
openaire   +2 more sources

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