Results 51 to 60 of about 6,675 (205)
The implication of cryptocurrency volatility on five largest African financial system stability
Financial InnovationThis study examined the interconnectedness and volatility correlation between cryptocurrency and traditional financial markets in the five largest African countries, addressing concerns about potential spillover effects, especially the high volatility ...
Tonuchi E. Joseph +3 more
doaj +1 more source
Exchange Markets and Stock Markets Integration in Latin-America
Revista Mexicana de Economía y Finanzas Nueva Época REMEF, 2022 We analyze the relationship between the exchange markets and the integration process of the Latin American stock markets (MILA), focusing the analysis on two points.
Jorge Andrés Muñoz Mendoza +4 more
doaj +1 more source
The Monetary Policy–Commodities Nexus: A Survey
Journal of Economic Surveys, Volume 40, Issue 2, Page 1050-1082, April 2026.ABSTRACT This survey synthesizes evidence on the bidirectional links between commodity markets and monetary policy. On the commodities‐to‐policy side, we review how shocks to energy, food, and metals pass through to inflation, inflation expectations, economic activity, and financial stability in state‐dependent ways that vary by shock type, exposure ...
Martin T. Bohl +2 more
wiley +1 more source
MEASURING SYSTEMIC RISK OF CHINA'S LISTED BANKS [PDF]
Financial Studies, 2021 After the financial crisis in 2008, the world became more aware of the importance of the systemic risk. Within China’s financial system, commercial banks have a dominant position.
Ping ZHANG +3 more
doaj
Financial technology and ESG market: A wavelet-DCC GARCH approach
Research in International Business and Financeتبحث هذه الورقة في الحركة المشتركة بين أسواق التكنولوجيا المالية والحوكمة البيئية والاجتماعية والحوكمة من منظور مجال التكرار الزمني. نحن نستخدم نهجًا اقترحه فاشا وبارونيك (2012) ونشمل تحليل تماسك الموجات الصغيرة والارتباط الشرطي الديناميكي من نموذج GARCH متعدد المتغيرات (DCC GARCH). نجد علاقة إيجابية كبيرة ثنائية الاتجاه بين مؤشرات FinTech و ESG.
Babak Naysary, Keshab Shrestha
openaire +2 more sources
Business Strategy and the Environment, Volume 35, Issue 3, Page 3561-3606, March 2026.ABSTRACT Investors have long recognized the importance of firms in promoting sustainability, leading to the rise of socially responsible investment (SRI). Specifically, there is a growing preference for exchange‐traded funds (ETFs) that prioritize environmental, social, and governance (ESG) principles.
Sandra Tenorio‐Salgueiro +3 more
wiley +1 more source
Crude Oil Hedging Strategies Using Dynamic Multivariate GARCH [PDF]
The paper examines the performance of four multivariate volatility models, namely CCC, VARMA-GARCH, DCC and BEKK, for the crude oil spot and futures returns of two major benchmark international crude oil markets, Brent and WTI, to calculate optimal ...
Chang, C-L. +2 more
core +4 more sources
Waves of Uncertainty: Crude Oil Under Geopolitical, Economic, and ESG Turbulence
Energy Science &Engineering, Volume 14, Issue 3, Page 1258-1272, March 2026.Dynamic copula and wavelet coherence reveal that geopolitical, economic, and sustainability uncertainties significantly shape crude oil price co‐movements. Long‐term coherence, especially post‐2015, highlights the growing role of ESG risks alongside geopolitical shocks and economic crises in global energy risk transmission.
Sana Braiek +3 more
wiley +1 more source
, 2021 When modelling more that one asset, it is desirable to apply multivariate modeling to capture the co-movements of the underlying assets. The GARCH models has been proven to be successful when it comes to volatility forecast- ing. Hence it is natural to extend from a univariate GARCH model to a multivariate GARCH model when examining portfolio ...
openaire +1 more source