Purpose This paper aims to analyse the persistence of the S&P500 and DAX 30 stock indices as well as of the Fed’s Effective Federal Funds rate and of the European Central Bank’s Marginal Lending Facility rate, and the long-run linkages between stock prices and interest rates in the USA and...

Purpose This study aims to investigate the co-volatility patterns between cryptocurrencies and conventional asset classes across global markets, encompassing 26 global indices ranging from equities, commodities, real estate, currencies and bonds. Design/methodology/approach It used a...

Purpose This paper aims to investigate not only the performance of Portuguese mutual funds investing in domestic and international equities but also which fund characteristics, such as age, size, family size, expense ratios and flows, influence future performance. Design/methodology/approach...

Purpose The purpose of this paper is to examine the degree of persistence in four precious metal prices (i.e. gold, palladium, platinum and silver) during the last four US recessions. Design/methodology/approach Using daily price data for gold, palladium, platinum and silver running from July 2,...

Purpose This paper aims to examine the return and volatility transmission among economic policy uncertainty (EPU), geopolitical risk (GPR), their interaction (EPGR) and five tradable precious metals: gold, silver, platinum, palladium and rhodium. Design/methodology/approach Applying time-varying...

Purpose This study aims to investigate connections between the development of robotic and artificial intelligence (AI) and green crypto investments. The author also explores the influences of global uncertainty shocks like the COVID-19 pandemic and international conflicts on the role of each...