Results 181 to 190 of about 253,423 (302)

Responsible Banking Under Twin Transition: FinTech M&As, ESG Strategy, and Bank Performance

Corporate Social Responsibility and Environmental Management, EarlyView.
ABSTRACT This paper investigates how banking innovation strategies, namely FinTech M&As and ESG practices, affect bank performance under rising competitive pressures and regulatory complexity. Using a unique dataset of 543 listed banks across 49 countries from 2000 to 2023, we analyse whether these strategic investments enhance banks' profitability ...
G. B. Ferilli, Y. Altunbas, E. Palmieri
wiley   +1 more source

Analyzing risk contagion and volatility spillover across multi-market capital flow using EVT theory and C-vine Copula. [PDF]

Heliyon
Afzal F, Pan H, Afzal F, Gul RF.
europepmc   +1 more source

Recent Advances of Perovskite Oxides for Air Pollution Control Chemistry: The Closed Loop From Design to Application

EcoEnergy, EarlyView.
This review summarizes a descriptor‐guided framework for linking theoretical calculations, in situ/operando characterization, synthesis regulation, and application screening in functional materials. Emphasis is placed on dynamic structure–property relationships that enable low‐cost material design with enhanced activity, stability, and environmental ...
Yanyu Jin, Zezheng Tang, Hengfan Wu, Xing Yuan, Zongxiang Yang, Weijia An, Wenquan Cui, Xianguang Meng, Ying Xu, Junhua Li   +9 more
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  

The price continuity, return and volatility spillover effects of regular and after-hours trading. [PDF]

PLoS One
Chiu CL, Chang TH, Hsiao IF, Chiou DS.
europepmc   +1 more source

Threshold Asymmetric Conditional Autoregressive Range (TACARR) Model

Journal of Forecasting, EarlyView.
ABSTRACT This paper introduces a Threshold Asymmetric Conditional Autoregressive Range (TACARR) model for analyzing the daily price ranges of financial assets. The proposed formulation assumes that the conditional expected range switches between two regimes, representing upward and downward market states, with the disturbance distribution also allowed ...
Isuru Ratnayake, V. A. Samaranayake
wiley   +1 more source

Return and Volatility Spillovers among the East Asian Equity Markets [PDF]

This article examines the extent of contagion and interdependence across the East Asian equity markets since early 1990s and compares the ongoing crisis with earlier episodes.
Kamil Yilmaz
core  

The Lithium and Oil Markets – Dependencies and Volatility Spillovers

SSRN Electronic Journal, 2022
Barbara Będowska-Sójka, Joanna Górka
openaire   +1 more source

A New Implementation of Network GARCH Model for Stock Volatility and Co‐Volatility Forecasting

Journal of Forecasting, EarlyView.
ABSTRACT Volatility clustering and spillovers are key features of financial time series with many cross‐sectional assets. While network analysis links similar or correlated stocks and helps trace volatility spillovers, contemporary multivariate ARCH‐GARCH formulations struggle to represent structured network dependence and remain parsimonious.
Peiyi Zhou
wiley   +1 more source