Results 121 to 130 of about 2,098 (259)

How do price spillovers between natural gas and copper-aluminum markets differ in international vs. Chinese contexts? [PDF]

PLoS One
Wang L, Lu Q, Chen T, Xiao B.
europepmc   +1 more source

Does Digital Banking Promote Remittance Receipts? Evidence From Developing Countries

International Journal of Finance &Economics, EarlyView.
ABSTRACT In the realm of technological advancement, like many sectors, the financial sector swiftly embraced digital transformation to help facilitate financial transactions, especially remittance receipts. The digitalisation of the banking sector has made transfers and access to funds quite easier, faster, and more economical by reducing transaction ...
Syed Ali Abbas, Eliyathamby A. Selvanathan, Saroja Selvanathan   +2 more
wiley   +1 more source

Political uncertainty and multi-scale systemic risk spillovers in the cryptocurrency market: A STVAR-based network topology approach. [PDF]

PLoS One
Wang Z, Zhang X, Xu W, Yang X, Rauf A.
europepmc   +1 more source

Industry Portfolio Volatility Connections and Industry Portfolio Returns

International Journal of Finance &Economics, EarlyView.
ABSTRACT This paper tracks dynamic connections that form among daily US industry portfolio return volatilities using a Bayesian time‐varying parameter VAR model. Market participants often focus on sectors to filter vast amounts of information, and this focus results in cross‐industry return predictability. We characterise connections that form over the
Michael Ellington, Michalis Stamatogiannis, Yawen Zheng   +2 more
wiley   +1 more source

AI-Carbon-Energy: Spillover effects and drivers in interconnected markets. [PDF]

iScience
Zhang M, Pan Y, Su B, Zhou D.
europepmc   +1 more source

Explaining Episodes of High Inflation: Demand‐ and Supply‐Side Drivers in Times of Uncertainty

International Journal of Finance &Economics, EarlyView.
ABSTRACT In this paper, we investigate the extent to which uncertainty anticipates episodes of high inflation in 30 economies worldwide. Our analysis accounts for several factors, including inflation expectations, real global economic activity, and supply chain disruptions.
Maria‐Eleni K. Agoraki, Nektarios Aslanidis, Georgios P. Kouretas   +2 more
wiley   +1 more source

Farmer and Consumer Responses to African Swine Fever Outbreaks: Implications for Post-Outbreak Control and Eradication. [PDF]

Vet Sci
Ma C, Zhang W.
europepmc   +1 more source

Exchange Rates and Sovereign Risk: A Nonlinear Approach Based on Local Gaussian Correlations

International Journal of Finance &Economics, EarlyView.
ABSTRACT We empirically assess the interlinkages between sovereign risk, measured in terms of CDS spreads, and exchange rates for a sample of emerging markets. Our period of analysis includes episodes of severe stress, such as the Global Financial Crisis, the COVID‐19 pandemic, and the Ukrainian War.
Reinhold Heinlein, Gabriella D. Legrenzi, Scott M. R. Mahadeo   +2 more
wiley   +1 more source

Revisiting price linkages between London and Shanghai base metal futures markets: A time-frequency connectedness analysis. [PDF]

PLoS One
Pan C, Shen W.
europepmc   +1 more source

Alternative Data for Realised Volatility Forecasting: Limit Order Book and News Stories

International Journal of Finance &Economics, EarlyView.
ABSTRACT We examine whether two major alternative data sources, limit order book information and firm‐specific news, provide incremental predictive information for daily realised volatility forecasting within the HAR‐family, using a parsimonious framework to ensure practical implementation and comparability. The framework is designed for practical real‐
Eghbal Rahimikia, Ser‐Huang Poon
wiley   +1 more source