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Akademický článek

Connectedness Analysis And Investment Strategy Between Stablecoins And International Stock Indices

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

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Akademický článek

Volatility and spillover analysis between cryptocurrencies and financial indices: a diagonal BEKK and DCC GARCH model approach in support of SDGs

Autor: Iulia Cristina Iuga, Raluca-Andreea Nerișanu, Larisa-Loredana Dragolea

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

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Akademický článek

The impact of global risk aversion and domestic macroeconomic factors on the dynamic conditional correlations of South African financial markets

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

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Akademický článek

The role of ESG-based assets in generating the dynamic optimal portfolio in Indonesia

Autor: Kiki Nindya Asih, Noer Azam Achsani, Tanti Novianti, Adler Haymans Manurung

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

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Akademický článek

Spillover effects and transmission of shocks in Visegrad equity markets

Autor: Aliu, Florin, Asero, Vincenzo, Asllani, Alban, Kučera, Jiří

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

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Akademický článek

Investigating the price volatility spillover effects in the poultry industry inputs market and the egg market in Iran: using the multivariate DCC-GARCH model

Autor: Akram Javadi, Mohammad Ghahremanzadeh, Elham Assadi Soumeh

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

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