Is green investment different from grey? Return and volatility spillovers between green and grey energy ETFs

SKA Rizvi, B Naqvi, N Mirza - Annals of Operations Research, 2022 - Springer
Investment in Green energy is becoming a popular alternative asset class for investors,
primarily due to its environment-friendly attributes. However, there is a dire need for …

[图书][B] The land of too much: American abundance and the paradox of poverty

M Prasad - 2012 - degruyter.com
One of the central questions of comparative po liti cal economy is why there is so much more
poverty in the United States than in any other developed country. In any way that we can …

Market, interest rate, and exchange rate risk effects on financial stock returns during the financial crisis: AGARCH-M approach

A Mouna, J Anis - Cogent Economics & Finance, 2016 - Taylor & Francis
Our aim is to investigate the sensitivity of financial sector stock returns to market, interest
rate, and exchange rate risk in three financial sectors (financial services, banking, and …

Dance with the devil? The nexus of fourth industrial revolution, technological financial products and volatility spillovers in global financial system

M Umar, SKA Rizvi, B Naqvi - Technological Forecasting and Social …, 2021 - Elsevier
In the age of the Fourth Industrial Revolution, cryptocurrencies have emerged as a marvel of
technological financial products, and a global phenomenon with a profound potential for …

Do market capitalization and stocks traded converge? New global evidence

PK Narayan, S Mishra, S Narayan - Journal of banking & finance, 2011 - Elsevier
In this paper, we examine convergence of stock markets. Our empirical exercise is based on
11 different panels, which together consist of 120 countries. The richness of the dataset …

Bank size and systemic risk

A Pais, PA Stork - European Financial Management, 2013 - Wiley Online Library
The global financial crisis that started in mid‐2007 illustrates the relevance of systemic risk.
One key driver of the systemic instability that materialised in the crisis was the elevated level …

What drives dynamic connectedness of the US equity sectors during different business cycles?

GM Ngene - The North American Journal of Economics and Finance, 2021 - Elsevier
The study investigates (i) the time-varying and directional connectedness of nine equity
sectors through intra-and inter-sector volatility spillover periods and (ii) assesses the impact …

Dynamic volatility connectedness between industrial metal markets

X Gong, J Xu, T Liu, Z Zhou - The North American Journal of Economics …, 2022 - Elsevier
Combined with the spillover framework of Diebold and Yilmaz (2009, 2012, 2014) and the
TVP-VAR-SV model of Primiceri (2005), this paper studies the dynamic volatility …

[PDF][PDF] Impact of exchange rate movements on Indian firm performance

M Nagahisarchoghaei, M Nagahi… - International Journal of …, 2018 - papers.ssrn.com
This paper presents the research results on the impact of real effective exchange rate
(REER) on Indian firm performance. The analysis is based on a multivariate regression …

African stock market performance dynamics: a multidimensional convergence assessment

SA Asongu - Journal of African Business, 2013 - Taylor & Francis
The author dissects, with great acuteness, the issues of convergence in financial
performance dynamics in the African continent through the lenses of stock market …