Quantifying the hedge and safe-haven properties of bond markets for cryptocurrency indices
Quantifying the hedge and safe-haven properties of bond markets for cryptocurrency indices |
Emerald Insight Books and journals Case studies Expert Briefings Open Access Publish with us …
Emerald Insight Books and journals Case studies Expert Briefings Open Access Publish with us …
Do global factors drive the interconnectedness among green, Islamic and conventional financial markets?
Do global factors drive the interconnectedness among green, Islamic and conventional financial
markets? | Emerald Insight Books and journals Case studies Expert Briefings Open Access …
markets? | Emerald Insight Books and journals Case studies Expert Briefings Open Access …
Asymmetric relationship between green bonds and commodities: Evidence from extreme quantile approach
The paper documents the asymmetric relationship between green bonds and commodities
via the cross-quantilogram approach. Given the heterogeneity nature of individual …
via the cross-quantilogram approach. Given the heterogeneity nature of individual …
The dark side of Bitcoin: do Emerging Asian Islamic markets help subdue the ethical risk?
Continuous financing of illicit activities (drug and human trafficking, child abuse,
cybercrimes) through Bitcoin nurtures the ethical risk of investors. Building on this argument …
cybercrimes) through Bitcoin nurtures the ethical risk of investors. Building on this argument …
Risk spillovers between cryptocurrencies and traditional currencies and gold under different global economic conditions
This paper applies a Diagonal BEKK model to investigate the risk spillovers of three major
cryptocurrencies to ten leading traditional currencies and two gold prices (Spot Gold and …
cryptocurrencies to ten leading traditional currencies and two gold prices (Spot Gold and …
[HTML][HTML] Asymmetric spillover from Bitcoin to green and traditional assets: A comparison with gold
This paper studies asymmetric spillovers from Bitcoin to green and traditional assets by
using a full distributional framework established by a recently-developed Quantile-on …
using a full distributional framework established by a recently-developed Quantile-on …
[PDF][PDF] Sustainable banking regulations pre and during coronavirus outbreak: the moderating role of financial stability
S Karim, MU Akhtar, R Tashfeen… - Economic Research …, 2022 - hrcak.srce.hr
With the worldwide dispersion of COVID-19, banking sector, among others, needs to adapt
to unexpected challenges. For this purpose, this study examines the impact of sustainable …
to unexpected challenges. For this purpose, this study examines the impact of sustainable …
On the prediction of systemic risk tolerance of cryptocurrencies
The role of big data in finance is pivotal, especially in forecasting stock prices, mitigating risk,
and assessing market anomalies. With the financial system becoming more interconnected …
and assessing market anomalies. With the financial system becoming more interconnected …
Did COVID-19 impact the connectedness between green bonds and other financial markets? Evidence from time-frequency domain with portfolio implications
COVID-19 has morphed from a health crisis to an economic crisis that affected the global
economy through several channels. This paper aims to study the impact of COVID-19 on the …
economy through several channels. This paper aims to study the impact of COVID-19 on the …
The predictive power of Bitcoin prices for the realized volatility of US stock sector returns
This paper is motivated by Bitcoin's rapid ascension into mainstream finance and recent
evidence of a strong relationship between Bitcoin and US stock markets. It is also motivated …
evidence of a strong relationship between Bitcoin and US stock markets. It is also motivated …