Zobrazeno 1 - 10
of 1 079
pro vyhledávání: '"DCC Garch"'
Autor:
Ika Maradjabessy, Zaafri Ananto Husodo
Publikováno v:
Jurnal Manajemen, Vol 28, Iss 3, Pp 454-476 (2024)
This research analyzes the dynamic connectedness between fiat-based stablecoins represented by USDC, USDP, and USDT, and gold-based stablecoins represented by DGX and GLC with indices international stocks represented by S&P500, STOXX50, Nikkei225, CS
Externí odkaz:
https://doaj.org/article/4c19c8073cf3487cbca035b0802f80f7
Publikováno v:
Cogent Economics & Finance, Vol 12, Iss 1 (2024)
This study explores the volatility spillover effects between clean and dirty cryptocurrencies and key financial indices, specifically focusing on Green Finance Indices (such as solar, wind, and nuclear) and Economic Indices (like the Baltic Dry Index
Externí odkaz:
https://doaj.org/article/f0a77bcd23a345348ec1a690d9e7f82b
Autor:
Kelleb Mloyi, Edson Vengesai
Publikováno v:
Cogent Economics & Finance, Vol 12, Iss 1 (2024)
This paper considers the impact of global risk aversion and domestic macroeconomic factors on the dynamic conditional correlations between the South African stock, bond, and foreign exchange markets. Our first stage findings using the DCC-GARCH model
Externí odkaz:
https://doaj.org/article/e44d6e534fe34d01abb533fcfb1ac191
Publikováno v:
Cogent Business & Management, Vol 11, Iss 1 (2024)
The aim of this study is to evaluate the role of Indonesia’s ESG-based equities (represented by ETF SRI-KEHATI) in achieving optimal portfolio diversification with different asset classes, i.e. conventional assets (equities and government bonds), s
Externí odkaz:
https://doaj.org/article/773af50cc8a347cdb5da78c4081130a8
Publikováno v:
Studies in Economics and Finance, 2023, Vol. 41, Issue 2, pp. 312-334.
Externí odkaz:
http://www.emeraldinsight.com/doi/10.1108/SEF-07-2023-0395
Publikováno v:
Agriculture & Food Security, Vol 13, Iss 1, Pp 1-10 (2024)
Abstract Background This paper investigates the effects of price volatility spillover in the poultry industry’s input markets, including soybean meal, day-old chicks and corn, and the foreign exchange market as an independent market, on the wholesa
Externí odkaz:
https://doaj.org/article/fbcd14ec969d483faf50d1c5e7fe15d4
Publikováno v:
Applied Economic Analysis, 2023, Vol. 32, Issue 94, pp. 23-40.
Externí odkaz:
http://www.emeraldinsight.com/doi/10.1108/AEA-06-2023-0207
Publikováno v:
Applied Economic Analysis, Vol 32, Iss 94, Pp 23-40 (2024)
Purpose – This paper aims to deepen the understanding of the relationship between global economic uncertainty and price volatility, specifically focusing on commodity, industrial materials and energy price indices as proxies for global inflation, a
Externí odkaz:
https://doaj.org/article/c87c6c3aea57432ca8f89be9ceca9a83
Publikováno v:
Financial Innovation, Vol 10, Iss 1, Pp 1-19 (2024)
Abstract This study examined the interconnectedness and volatility correlation between cryptocurrency and traditional financial markets in the five largest African countries, addressing concerns about potential spillover effects, especially the high
Externí odkaz:
https://doaj.org/article/696cf5bef8d7438aae68fd10140077a7
Autor:
Md. Abu Issa Gazi, Md. Nahiduzzaman, Sanjoy Kumar Sarker, Mohammad Bin Amin, Md. Ahsan Kabir, Fadoua Kouki, Abdul Rahman bin S Senathirajah, László Erdey
Publikováno v:
Economies, Vol 12, Iss 11, p 309 (2024)
In this study, we examine the critical question of whether global equity and bond assets (both green and non-green) offer effective hedging and safe haven properties against stock market risks in South Asia, with a focus on Bangladesh, India, Pakista
Externí odkaz:
https://doaj.org/article/fb8155b7da8c45ed8fda114aaf66219f