Results 141 to 150 of about 35,893 (313)
International 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
Volatility spillover around price limits in an emerging market. [PDF]
Financ Res Lett, 2021 Aktas OU, Kryzanowski L, Zhang J.
europepmc +1 more source
International Journal of Finance &Economics, EarlyView.ABSTRACT This study aims to classify pivotal fintech innovations and explore the prospects and pitfalls associated with emerging fintech services extensively discussed in the literature. We conducted a multistage systematic review of research published on fintech over the past decade from a technological perspective. Using the Preferred Reporting Items
Muhammad Imran Qureshi, Nohman Khan
wiley +1 more source
Volatility Spillovers and Market Integration in South Africa’s Fresh Produce Markets
CommoditiesPrice volatility in the South African fresh produce market poses significant risks to the entire value chain. This study examines the extent of price volatility and spillover effects in these markets to improve price risk management and enhance market ...
David Kalima +2 more
doaj +1 more source
Interest Rate Volatility and Contagion in Emerging Markets: Evidence from the 1990s [PDF]
In this paper we use high frequency interest rate data for a group of Latin American countries to analyze the behavior of volatility through time.
Raul Susmel, Sebastian Edwards
core
International Journal of Finance &Economics, EarlyView.ABSTRACT This paper investigates the intricate relationship between climate policy uncertainty (CPU) and energy market dynamics, focusing on fossil‐based and renewable/low‐carbon energy assets. Utilising a comprehensive dataset spanning from April 1987 to December 2023, comprising monthly observations of CPU, stock market returns, spot oil prices and ...
Dimitrios Asteriou, Anastasia Dimiski
wiley +1 more source
Stock and Bond Relationships in Asia [PDF]
This paper analyzes the relationship between stocks and bonds in nine Asian countries. Using a bivariate stochastic volatility model, we show that there are significant volatility spillover effects between stock and bond markets in several of the ...
Johansson, Anders C.
core
Realistic Representation, Dynamic Evolution and Determinants of Institutional Quality in China
International Studies of Economics, EarlyView.ABSTRACT The paper delves into the role of institutional quality in bolstering China's economic resilience post‐COVID‐19, CITIC‐Entropy. It divides institutions into basic and changeable categories, establishing an index system via the CITIC‐Entropy TOPSIS model.
Susu Wang, Qidi Zhang, Jing Fang
wiley +1 more source
HIGH PRICE VOLATILITY AND SPILLOVER EFFECTS IN ENERGY MARKETS [PDF]
Replaced with revised version of paper 07/22/11.Asymmetric shocks, energy markets, oil, spillover effects, volatility, Marketing, Resource /Energy Economics and Policy, GARCH,
Karali, Berna +2 more
core +1 more source