Zobrazeno 1 - 10
of 2 204
pro vyhledávání: '"Volatility Spillovers"'
Publikováno v:
Financial Innovation, Vol 10, Iss 1, Pp 1-26 (2024)
Abstract This study examines the link between stocks and decentralized finance (DeFi) in terms of returns and volatility. Major G7 exchange-traded funds (ETFs) and various highly traded DeFi assets are considered to ensure the robustness of the empir
Externí odkaz:
https://doaj.org/article/acb43e346b4947809dcd494740ae5701
Publikováno v:
The Journal of Risk Finance, 2024, Vol. 25, Issue 4, pp. 629-645.
Externí odkaz:
http://www.emeraldinsight.com/doi/10.1108/JRF-02-2023-0030
A Pandemic's grip: Volatility spillovers in Asia-Pacific equity markets during the onset of Covid-19
Publikováno v:
Borsa Istanbul Review, Vol 24, Iss 5, Pp 898-907 (2024)
The emergence of Covid-19 in late 2019 rapidly shattered the Asia-Pacific region (APR), a bastion of economic dynamism, and it became the epicenter of the global health crisis. This unprecedented pandemic not only triggered a public health catastroph
Externí odkaz:
https://doaj.org/article/a42ebe82207b4c0b84994df2840799ae
Publikováno v:
International Journal of Energy Economics and Policy, Vol 14, Iss 6 (2024)
Considering the period of crises, the fluctuations in the stock market returns increase sharply. Consequently, volatility spillovers are observed across the equities. Thus, this paper investigates the volatility spillovers across the sector indices o
Externí odkaz:
https://doaj.org/article/96eb2a86133949dea6198d6737b5ec0c
Publikováno v:
Journal of Economic and Administrative Sciences, 2022, Vol. 40, Issue 2, pp. 364-387.
Externí odkaz:
http://www.emeraldinsight.com/doi/10.1108/JEAS-09-2021-0190
Publikováno v:
Scientific Annals of Economics and Business, Vol 71, Iss 2, Pp 301-314 (2024)
This paper analyzes the returns and volatility connectedness between oil prices and Eurozone sector returns during the global financial crisis. We employ the TVP-VAR frequency connectedness approach with daily data of Brent prices and 18 Eurozone sup
Externí odkaz:
https://doaj.org/article/8bcd210abc1146828f20c46839a0ed35
Publikováno v:
Financial Innovation, Vol 10, Iss 1, Pp 1-26 (2024)
Abstract This paper examines the dynamics of the asymmetric volatility spillovers across four major cryptocurrencies comprising nearly 61% of cryptocurrency market capitalization and covering both conventional (Bitcoin and Ethereum) and Islamic (Stel
Externí odkaz:
https://doaj.org/article/c89e7e1a827f4a59b2f443e0a9976570
Akademický článek
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Publikováno v:
In Energy Reports December 2024 12:2845-2854
Publikováno v:
In Research in International Business and Finance January 2025 73 Part A