Results 31 to 40 of about 132,901 (169)
Diebold Symposium Schedule 2021
, 2021 1 Broadside. 48"W x 36"HSchedule for the Diebold Symposium held Saturday, May 1, on the campus of Kalamazoo College. Virtual presentations were held on Wednesday, May 5 and Friday, May 7. There was no keynote speaker.Kalamazoo College.
Kalamazoo College
core +1 more source
Dynamic currency linkages between select emerging market economies: An empirical study
Cogent Economics & Finance, 2019 In this article, we examine the dynamic currency linkages for BRIS (Brazil, Russia, India and South Africa) and 15 other emerging market economies (EMEs) using weekly data from 2001 to 2018.
Arjun Mittal +2 more
doaj +1 more source
Return and Volatility Spillovers Among Major Cotton Markets
Agribusiness, EarlyView.ABSTRACT This study explores return and volatility transmission among major cotton markets. Several events have disrupted cotton supply and demand in recent years, leading to heightened price volatility and significant shifts in market interconnections.
Susmitha Kalli +3 more
wiley +1 more source
COVID-19 and connectedness between Sustainable and Islamic equity markets
Borsa Istanbul Review, 2023 Because of the increasing importance of and demand for ethical investment, this paper investigates the dynamics of connectedness between sustainable and Islamic investment in nineteen countries that represent developed and emerging financial markets ...
Muhammad Abubakr Naeem +4 more
doaj +1 more source
Dynamic Spillovers Between FinTech, Blockchain, and Green Finance: A Quantile Connectedness Approach
Business Strategy and the Environment, EarlyView.ABSTRACT This paper explores how financial innovation and environmental sustainability intersect by analyzing spillovers between FinTech, blockchain energy use, and green finance. Using a Quantile Vector Autoregression (QVAR) framework, we examine weekly data from 2018 to 2024 across 11 digital, environmental, and macro‐financial indices.
Mehmet Sahiner, Sisi Sung, James Devlin
wiley +1 more source
Double trouble: Time-varying connectedness between stock and housing markets
International Journal of Strategic Property ManagementJoint new records in the stock and housing markets are now gradually becoming a focal point of controversy in Taiwan. Based on the local heterogeneity of real estate assets, this study proposes setting up a two-market transmission mechanism between the ...
Kaiyi Guo +3 more
doaj +1 more source
Studia Universitatis Vasile Goldis Arad, Seria Stiinte Economice, 2022 This study investigated Nigeria's economic interactions with China, India, and the USA with a view to identifying the main source of real output shock to Nigeria in the period 1981Q1-2019Q4.
Orji Anthony +3 more
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Do Commodity Prices and Energy Markets Drive Asymmetric Volatility in Biodiversity Finance?
Business Strategy and the Environment, EarlyView.ABSTRACT This study examines symmetric and asymmetric volatility spillovers among biodiversity finance, commodity prices, and energy markets using daily data from 2019 to 2025. We apply the Diebold–Yilmaz time–domain connectedness model, Baruník–Křehlík frequency–domain decomposition, and an asymmetric spillover framework.
Ijaz Younis +4 more
wiley +1 more source
Macroeconomic effects of systemic stress: a rolling spillover index approach
Public Sector Economics, 2022 This research belongs focuses on the effects of financial instability on the rest of the economy. The article observes the dynamic changes of the shock spillovers between systemic stress and the rest of the German economy.
Tihana Skrinjaric
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Tail Risk Transmission in Agricultural and Energy Markets
Journal of Futures Markets, EarlyView.ABSTRACT This paper examines downside hedging, tail diversification, and extreme tail risk transmission between crude oil and agricultural commodity futures over two decades. We develop complementary indicators of downside dependence, including sign‐switching frequency and persistence, to assess tail risk dynamics, hedging effectiveness, and associated
Emmanuel Senyo Fianu +3 more
wiley +1 more source