Results 71 to 80 of about 54,114 (238)
SosyoekonomiBu çalışmada 01.10.2012-04.06.2024 tarihleri arasındaki günlük getiri verileri kullanılarak enerji emtia piyasaları ile kıymetli metal piyasaları arasındaki volatilite yayılımı, zaman-frekans uzayında piyasalar arasındaki ilişkilerin incelenmesine olanak
Aslan Aydoğdu, Umut Uyar
semanticscholar +1 more source
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
A Deep Learning Framework for Forecasting Medium‐Term Covariance in Multiasset Portfolios
Journal of Forecasting, Volume 45, Issue 4, Page 1797-1828, July 2026.ABSTRACT Forecasting the covariance matrix of asset returns is central to portfolio construction, risk management, and asset pricing. However, most existing models struggle at medium‐term horizons, several weeks to months, where shifting market regimes and slower dynamics prevail.
Pedro Reis, Ana Paula Serra, João Gama
wiley +1 more source
Economic Change and RestructuringThe objective of this paper is to assess the dynamic volatility connectedness between fossil energy, clean energy, and major assets i.e., Bonds, Bitcoin, Dollar index, Gold, and Standard and Poor's 500 from September 17, 2014 to October 11, 2022.
Oktay Ozkan +3 more
semanticscholar +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
How Regulation and Global Standing Shape Stock Market Co‐Movements: A G20 Panel Study
International Review of Finance, Volume 26, Issue 2, June 2026.ABSTRACT Motivated by post‐2020 fragmentation and underexplored institutional‐geopolitical drivers, we examine how regulatory quality (RQ) and global power (GP) shape stock‐market co‐movements across 17 G20 economies. We estimate time‐varying correlations via ADCC‐GARCH, construct a scaled correlation index, and apply panel ARDL. We find that higher RQ
Sama Haddad +4 more
wiley +1 more source
Cogent Economics & FinanceThis study explores the volatility spillover effects between clean and dirty cryptocurrencies and key financial indices, specifically focusing on Green Finance Indices (such as solar, wind, and nuclear) and Economic Indices (like the Baltic Dry Index and
I. Iuga, R. Nerișanu, L. Dragolea
semanticscholar +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
NMIMS Management ReviewPurpose: Bitcoin, the most popular form of virtual currency, currently holds the highest market capitalization among cryptocurrencies and serves as a benchmark for the typical cryptocurrency.
Vikrant Vikram Singh +2 more
semanticscholar +1 more source