Connectedness between cryptocurrencies using high-frequency data: A novel insight from the Silicon Valley Banks collapse
Abstract The collapse of Silicon Valley Bank (SVB), a tech industry bank, has shaken the
global financial markets, including cryptocurrencies; therefore, this study intends to …
global financial markets, including cryptocurrencies; therefore, this study intends to …
Global financial risk and market connectedness: An empirical analysis of COVOL and major financial markets
This study presents a novel investigation into the dynamic connectedness between the
recently developed global risk measure, COVOL, created by Engle and Campos-Martins …
recently developed global risk measure, COVOL, created by Engle and Campos-Martins …
Role of precious metals in global risk dynamics: Exploring their impact from a connectedness approach
In this research, we investigate the dynamic relationship between global volatility, as
measured by Common Volatility (COVOL), and major precious metals. Utilising the popular …
measured by Common Volatility (COVOL), and major precious metals. Utilising the popular …
[HTML][HTML] Return connectedness of green bonds and financial investment channels in China: Implications for hedging and regulation
Using a TVP-VAR frequency connectedness approach, this study examines the return
connectedness of green bonds with several major investment markets (eg index exchange …
connectedness of green bonds with several major investment markets (eg index exchange …
Connectedness and co-movement between dirty energy, clean energy and global COVOL
This paper examines dynamic connectedness and co-movement between dirty energy,
clean energy and the global COVOL measure of Engle and Campos-Martins (2023) …
clean energy and the global COVOL measure of Engle and Campos-Martins (2023) …
The Implications of the Silicon Valley Bank Collapse
Abstract Silicon Valley Bank (SVB), the 16th largest bank in the United States, met an abrupt
and unprecedented collapse on March 10th, 2023. Renowned for its pivotal role in financing …
and unprecedented collapse on March 10th, 2023. Renowned for its pivotal role in financing …
Dynamic return connectedness between commodities and travel & leisure ETFs: Investment strategies and portfolio implications
Examining return connectedness between the largest US-based oil and gold ETFs and three
major travel & leisure ETFs, we provide substantial value for understanding how investors …
major travel & leisure ETFs, we provide substantial value for understanding how investors …
Interconnectedness of Cryptocurrency Uncertainty Indices with Returns and Volatility in Financial Assets during COVID-19
A Asiri, M Alnemer, MI Bhatti - Journal of Risk and Financial Management, 2023 - mdpi.com
This paper investigates the dynamic relationship between cryptocurrency uncertainty indices
and the movements in returns and volatility across spectrum of financial assets, comprising …
and the movements in returns and volatility across spectrum of financial assets, comprising …
Can Artificial Intelligence Be Used to Target Market Manipulation?
This chapter discusses the use of artificial intelligence (AI) in combating market manipulation
within financial markets. It begins by defining market manipulation and its impact on market …
within financial markets. It begins by defining market manipulation and its impact on market …
Understanding the Tuna Bond Scandal
This chapter provides a detailed account of the tuna bond scandal that impacted
Mozambique's economy and reverberated through the global financial community. It traces …
Mozambique's economy and reverberated through the global financial community. It traces …