Motivated by the emergence of Bitcoin as a speculative financial investment, the purpose of
this paper is to examine the persistence in the level and volatility of Bitcoin price, accounting …

The purpose of this paper is to study the conditional correlations across the US market and a
sample of five Islamic emerging markets, namely Turkey, Indonesia, Pakistan, Qatar, and …

We examine the relationship between Islamic and conventional stock market returns to see if
Islamic financial markets provide portfolio diversification benefits and safe havens during …

Commodity and financial markets are leading points of attraction to investors, but are very
sensitive to external crises, such as financial and health crises. An example is the …

Crude oil price behaviour depends on all the events that have the potential to disrupt the
flow of oil. We understand that these causes could be geopolitical issues and/or military …

The financial crisis has fueled interest in alternatives to traditional asset classes that might
be less affected by large market gyrations and, thus, provide for a less volatile development …

Using a machine-learning technique known as random forests, we analyze the role of
investor confidence in forecasting monthly aggregate realized stock-market volatility of the …

This paper examines whether proxies of political risk exposure at the firm-level can predict
the aggregate stock market volatility. Utilizing a nonparametric causality-in-quantiles test …

This paper analyses the statistical properties of five major precious metal prices (gold, silver,
rhodium, palladium and platinum) based on a fractional integration modelling framework …

Volatility forecasting is important in financial econometrics and is mainly based on the
application of various GARCH-type models. However, it is difficult to choose a specific …