Emerging market and developing economies have experienced recurrent episodes of rapid
debt accumulation over the past fifty years. This paper examines the consequences of debt …

International financial integration helps to diversify risk but also may spread crises across
countries. We provide a quantitative analysis of this trade-off in a two-country general …

This study examines portfolio management and risk spillovers between four major precious
metals (gold, silver, palladium and platinum) and 20 important US exchange markets. To this …

We explore whether and how liquidity factors influence risk transfers between commodity
and stock markets using a composite liquidity index and five different types of liquidity …

This paper uses a spatial econometrics approach to study the industry risks in China's stock
market. We comprehensively consider the real linkage and information risk transmission …

In this paper, we have investigated the impact of the global financial crisis on the
multihorizon nature of systematic risk and market risk using daily data of eight major …

Higher Education has been facing the dilemma of the preferred delivery method for over two
decades. COVID19 pandemic in 2020 made the need for further exploration of the same …

Many studies have been conducted in connection with revealing the determinants of a
banking crisis but nothing addresses the exact causes of the crisis. This study aims at …

This study investigates the price volatility spillover of commodities in China using the
Granger causality test and the variable structure Copula model, by employing data covering …

Economists have investigated how price–wage rigidity influences macroeconomic stability.
A widely accepted view asserts that increased rigidity destabilizes an economy by requiring …