Time-frequency volatility spillovers between major international financial markets during the COVID-19 pandemic. [PDF]
Financ Res Lett, 2022 Wang D, Li P, Huang L.
europepmc +1 more source
When Nature Counts: Corporate Biodiversity Attention and Access to Bank Finance
Business Strategy and the Environment, EarlyView.ABSTRACT This paper investigates whether corporate attention to biodiversity influences firms' access to bank loans, an overlooked question in the emerging biodiversity–finance literature. Using a novel, text‐based measure constructed from 446 biodiversity‐related keywords and applied to Chinese A‐share listed firms from 2000 to 2023, we show that ...
Ruxiao Li +3 more
wiley +1 more source
Volatility Transmission: What Does Asia-Pacific Markets Expect? [PDF]
The purpose of this paper is to investigate the international information transmission of return and volatility spillovers from the US and Japan and the rest of the Asia-Pacific markets using daily stock market return data covering the last 14 years.
Shamiri, Ahmed
core
Review of Business and Economics StudiesThe aim of this study was to assess how global crises influenced volatility spillovers between BRIC and South African stock markets. In conducting the study, the methods employed are the generalized autoregressive conditional heteroskedasticity (GARCH ...
Lorraine Muguto +6 more
doaj +1 more source
Price and volatility spillovers between global equity, gold, and energy markets prior to and during the COVID-19 pandemic. [PDF]
Resour Policy, 2021 Elgammal MM, Ahmed WMA, Alshami A.
europepmc +1 more source
Carbon Footprint of Bank Loans: Opportunities and Risk Implications in the Banking Industry
Business Strategy and the Environment, EarlyView.ABSTRACT This study examines whether the carbon footprint of bank loan portfolios influences bank stability, profitability and cost efficiency and whether regulatory quality moderates these relationships. Using a balanced panel of 33 countries from 2005 to 2018, the analysis combines banking‐sector indicators from the World Bank Global Financial ...
Honglei Wang +5 more
wiley +1 more source
Business Strategy and the Environment, EarlyView.ABSTRACT Although SMEs comprise over 90% of firms globally, research on their engagement with Scope 3 (value‐chain) greenhouse gas emissions remains limited. This PRISMA‐guided systematic review synthesises 49 SME‐relevant studies to develop a theory‐informed, practice‐oriented framework for more credible and sustained Scope 3 engagement.
Chidinma Uchendu +5 more
wiley +1 more source
Price Volatility Spillover in Agricultural Markets: An Examination of U.S. Catfish Markets [PDF]
Price volatility spillovers in the U.S. catfish supply chain are analyzed based on monthly price data from 1980 through 2000 for catfish feed, its ingredients, and farm- and wholesale-level catfish.
Hudson, Darren +2 more
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Risk Spillovers Between the US Dollar and Chinese Stock Market: A Higher-Moment Approach
Discrete Dynamics in Nature and SocietyThis study investigates risk spillovers between the US dollar and Chinese stock markets through a higher-moment analytical framework, incorporating realized volatility, skewness, kurtosis, and jumps. Using 15-min high-frequency data from January 3, 2016,
Zou Zongfeng, Zhang Chao, Li Judong
doaj +1 more source
Board Ethnic Diversity and the Value Relevance of Antibribery and Corruption Disclosure
Business Strategy and the Environment, EarlyView.ABSTRACT Antibribery and corruption disclosure (ABCD) has traditionally been conceptualised as a compliance‐oriented reporting practice. However, whether and under what conditions such disclosure contributes to strategic value creation remains insufficiently understood.
Ali Meftah Gerged +1 more
wiley +1 more source