Zobrazeno 1 - 10
of 254
pro vyhledávání: '"frequency connectedness"'
Publikováno v:
Studies in Economics and Finance, 2024, Vol. 41, Issue 5, pp. 1057-1084.
Externí odkaz:
http://www.emeraldinsight.com/doi/10.1108/SEF-10-2023-0586
Autor:
Md. Bokhtiar Hasan, Gazi Salah Uddin, Md. Sumon Ali, Md. Mamunur Rashid, Donghyun Park, Sang Hoon Kang
Publikováno v:
Financial Innovation, Vol 10, Iss 1, Pp 1-28 (2024)
Abstract In the context of the rapidly growing demand for green investments and the need to combat climate change, this study contributes to the emerging literature on green investments by exploring the time–frequency connectedness between green bo
Externí odkaz:
https://doaj.org/article/638e27a98ed749be81bfe5d33cf7abd8
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
Autor:
Wu, Hao a, Huang, Yuan a, ⁎
Publikováno v:
In North American Journal of Economics and Finance January 2025 76
Autor:
Karkowska, Renata ⁎, Urjasz, Szczepan
Publikováno v:
In Journal of Commodity Markets December 2024 36
Publikováno v:
International Journal of Emerging Markets, 2021, Vol. 18, Issue 10, pp. 4064-4087.
Externí odkaz:
http://www.emeraldinsight.com/doi/10.1108/IJOEM-06-2020-0619
TVP-VAR Frequency Connectedness Between the Foreign Exchange Rates of Non-Euro Area Member Countries
Autor:
Akbulut Nesrin, Ari Yakup
Publikováno v:
Folia Oeconomica Stetinensia, Vol 23, Iss 2, Pp 1-23 (2023)
The main purpose of monetary integration between EU countries is to eliminate excessive fluctuations in exchange rates. High volatility in exchange rates can cause various negative economic and financial effects, especially during periods of economic
Externí odkaz:
https://doaj.org/article/acff1680d0104285889af951ce0cf319
Publikováno v:
Studies in Economics and Finance, 2022, Vol. 40, Issue 3, pp. 425-444.
Externí odkaz:
http://www.emeraldinsight.com/doi/10.1108/SEF-09-2022-0460
Publikováno v:
Mathematics, Vol 12, Iss 13, p 2038 (2024)
This study investigates dynamic risk spillover effects between renewable energy markets and Chinese green financial markets from a time-frequency perspective by utilizing weekly data from two types of markets with a span from January 2010 to August 2
Externí odkaz:
https://doaj.org/article/f1bd2a8a2ab04ea1b193023cac9bb739
Publikováno v:
Borsa Istanbul Review, Vol 23, Iss 1, Pp 1-21 (2023)
Because of the increasing importance of and demand for ethical investment, this paper investigates the dynamics of connectedness between sustainable and Islamic investment in nineteen countries that represent developed and emerging financial markets
Externí odkaz:
https://doaj.org/article/834c6284e74945c4824aafcbed308736