Results 161 to 170 of about 29,634 (253)

Mathematics and Economics [PDF]

open access: yesThe American Journal of Economics and Sociology, 1942
openaire   +1 more source

Brexit and Its Impact on EU Financial Markets

open access: yesInternational Journal of Finance &Economics, EarlyView.
ABSTRACT We investigate the impact of Brexit on volatility spillovers across the EU countries. We introduce a Brexit intensity measure that assigns an intensity score reflective of the financial markets' reaction to the events that occurred as Brexit negotiations began to unfold.
Marwan Izzeldin   +3 more
wiley   +1 more source

Risk Transmission and Co‐Movements Between Financial Markets and Commodity Markets in the COVID‐19 Period

open access: yesInternational Journal of Finance &Economics, EarlyView.
ABSTRACT This study examines risk transmission and co‐movements between financial markets (G7 countries and China) and commodity markets (gold and oil) during the COVID‐19 crisis. Daily closing prices for major equity indices (CAC40, CSI300, DAX30, FTSE100, MIB, NIKKEI, TSX and S&P500) and futures prices for gold, brent and WTI were analysed using DCC ...
V. Moutinho   +3 more
wiley   +1 more source

An Investigation of the Relationship Between Central Bank Unconventional Monetary Policy and Bitcoin Activity

open access: yesInternational Journal of Finance &Economics, EarlyView.
ABSTRACT This article investigates whether the unconventional monetary policy (UMP) measures pursued by the Federal Reserve, the Bank of England, the Bank of Japan, and the European Central Bank since the Global Financial Crisis (GFC) are associated with an appetite for cryptocurrency.
Niamh Wylie, Martha O'Hagan‐Luff
wiley   +1 more source

Impact of Sovereign Debt Maturity on Fiscal Sustainability

open access: yesInternational Journal of Finance &Economics, EarlyView.
ABSTRACT This study is the first to investigate the impact of the term structure of public debt on fiscal sustainability. We adopt the widely used backward‐looking measure of fiscal sustainability—fiscal responsiveness as proposed by Bohn. Using data from De Graeve and Mazzolini and focusing on a sample of 19 most developed countries, we demonstrate ...
António Afonso   +3 more
wiley   +1 more source

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