Search Results - isPartOf:"Journal of Economics and Finance"

Crypto havens during war times? : evidence from the Russian invasion of Ukraine

Hampl, Filip; Linnertová, Dagmar; Horváth, Matúš - In: The North American journal of economics and finance : a … 71 (2024), pp. 1-16

Persistent link: https://www.econbiz.de/10014492064

Unveiling hidden connections : spillover among BRICS' cryptocurrency-implied exchange rate discounts and US financial markets

Liu, Jianjian; Wang, Shuhan; Xiang, Lijin; Ma, Shiqun; … - In: The North American journal of economics and finance : a … 71 (2024), pp. 1-21

This study employs connectedness approach based on Time-Varying Parameter Vector Autoregression (TVP-VAR) and Dynamic Conditional Correlation Generalized Autoregressive Conditional Heteroskedasticity (DCC-GARCH) methods, to scrutinize the connectedness between the cryptocurrency implied exchange...

Persistent link: https://www.econbiz.de/10014492077

Do fund managers' performance rely on gender and team size? : evidence from India

Majumdar, Sudipta; Mishra, Ajay Kumar; Chandra, Abhijeet - In: The North American journal of economics and finance : a … 71 (2024), pp. 1-10

Persistent link: https://www.econbiz.de/10014492079

Explosive behavior in historic NASDAQ market prices

Demmler, Michael; Fernández Domínguez, Amilcar O. - In: The North American journal of economics and finance : a … 71 (2024), pp. 1-14

Persistent link: https://www.econbiz.de/10014492086

The role of investor sentiment and market belief in forecasting v-shaped disposition effect : evidence from a Bayesian learning process with DSSW model

Bouteska, Ahmed; Hassan, M. Kabir; Gider, Zeynullah; … - In: The North American journal of economics and finance : a … 71 (2024), pp. 1-21

Persistent link: https://www.econbiz.de/10014492087

Extreme connectedness and network across financial assets and commodity futures markets

Ozcelebi, Oguzhan; Kang, Sang Hoon - In: The North American journal of economics and finance : a … 71 (2024), pp. 1-21

Persistent link: https://www.econbiz.de/10014492088

The volume-implied volatility relation in financial markets : a behavioral explanation

Massaporn Cheuathonghua; Chaiyuth Padungsaksawasdi - In: The North American journal of economics and finance : a … 71 (2024), pp. 1-15

Persistent link: https://www.econbiz.de/10014492089

The amplifying role of geopolitical risks, economic policy uncertainty, and climate risks on energy-stock market volatility spillover across economic cycles

Hu, Zinan; Borjigin, Sumuya - In: The North American journal of economics and finance : a … 71 (2024), pp. 1-40

Persistent link: https://www.econbiz.de/10014492091

Dynamic volatility spillover and market emergency : matching and forecasting

Zhou, Wei; Chen, Yan; Chen, Jin - In: The North American journal of economics and finance : a … 71 (2024), pp. 1-14

Persistent link: https://www.econbiz.de/10014492092

Asymmetric information correlation in financial markets

Jiang, Ying; Liu, Hong; Yang, Qingshan - In: The North American journal of economics and finance : a … 71 (2024), pp. 1-17

Persistent link: https://www.econbiz.de/10014492103