The Impact of Democratization and Globalization on Environmental Sustainability in Brazil
Geological Journal, EarlyView.Fossil fuel, economic globalisation, and economic growth drive environmental degradation while democratisation positively influences environmental quality. ABSTRACT Although Brazil still possesses significant ecological reserves, the surplus in its biocapacity has been rapidly declining in recent years.
Mustafa Naimoğlu +3 more
wiley +1 more source
Oil price shocks, stock market returns, and volatility spillovers: a bibliometric analysis and its implications. [PDF]
Environ Sci Pollut Res Int, 2022 Bashir MF.
europepmc +1 more source
Volatility Spillovers across South African Asset Classes during Domestic and Foreign [PDF]
This paper studies domestic volatility transmission in an emerging economy. Daily volatility spillover indices, relating to South African (SA) currencies, bonds and equities, are estimated using variance decompositions from a generalised vector ...
Alain Kabundi, Andrew S. Duncan
core +1 more source
Sustainability Performance and Corporate Risk: Evidence From the Tourism Industry
International Journal of Finance &Economics, EarlyView.ABSTRACT We investigate the impact of sustainability performance (Refinitiv Environmental, Social, and Governance [ESG] scores) on corporate risk (CR). We apply stakeholder theory and the resource‐based view to an international sample of 247 tourism firms from 2002 to 2018.
Omneya Abdelsalam +4 more
wiley +1 more source
Is green investment different from grey? Return and volatility spillovers between green and grey energy ETFs. [PDF]
Ann Oper Res, 2022 Rizvi SKA, Naqvi B, Mirza N.
europepmc +1 more source
Stock Return Volatility on Scandinavian Stock Markets and the Banking Industry [PDF]
This paper investigates the evolution of the (conditional) volatility of returns on three Scandinavian markets (Finland, Norway and Sweden) over the turbulent period of the past decade, namely the overlapping periods of financial liberalisation ...
Hyytinen, Ari
core
Interest and exchange rate risk and stock returns: A multivariate GARCH-M modelling approach [PDF]
, 2008 In this paper we examine the sensitivity of stock returns to market, interest rate, and exchange rate risk in three financial sectors (Banking, Financial Services and Insurance) in 16 countries, including various European economies, the US and Japan.
Beirne, J, Caporale, GM, Spagnolo, N
core +1 more source
Dynamic volatility spillovers across shipping freight markets
Transportation Research Part E: Logistics and Transportation Review, 2016 This paper examines the existence of dynamic volatility spillovers within and between the dry-bulk and tanker freight markets by employing the multivariate DCC-GARCH model and the volatility spillover index developed by Diebold and Yilmaz (2012, 2009).
openaire +3 more sources
Effect of Prudential Policies on Sovereign Bond Markets: Evidence From the ASEAN‐4 Countries
International Journal of Finance &Economics, EarlyView.ABSTRACT This paper examines the effects of prudential policies on the sovereign vulnerability of ASEAN‐4 countries. We measure sovereign vulnerability within the network connectedness of sovereign bonds between ASEAN‐4 countries (Indonesia, Malaysia, the Philippines and Thailand) and six other countries (the US, the UK, the European Union, China ...
Joshua Aizenman +4 more
wiley +1 more source
COVID-19 Shock and the Time-Varying Volatility Spillovers Among the Energy and Precious Metals Markets: Evidence From A DCC-GARCH-CONNECTEDNESS Approach. [PDF]
Front Public Health, 2022 Tan X +5 more
europepmc +1 more source