Purpose: This paper aims to investigate the relationship between residential real estate prices and unemployment rates at the Metropolitan Statistical Area (MSA) level. Design/methodology/approach: This paper uses a long time-series of MSA-level quarterly data from 1990 to 2018. It uses an...

Purpose: This study aims to explore the oil–stock market nexus from a novel angle by examining the predictive role of oil prices over the excess returns associated with the market, size, book-to-market and momentum factors via bivariate cross-quantilograms. Design/methodology/approach: This...

Purpose: The purpose of this paper is to study the evolution of financial contagion between Eurozone banks, observing the credit default swaps (CDSs) market during the period 2009–2017. Design/methodology/approach: The authors use a dynamic spatial Durbin model that enables to explore the...

Purpose: This paper aims to examine the impact that monetary policy uncertainty (MPU) has on stock market returns by taking into account limits to arbitrage and the economic cycle. Design/methodology/approach: Using four news-based MPU measures, regression models have been applied in this study...

Purpose: This paper aims to examine whether competition from Islamic banks add to the financial stability and profitability of financial sector and to assess the sources of such (in)stability. Design/methodology/approach: Using Herfindahl–Hirschman Index as a measure of competition and...

Purpose: This paper aims to analyze the effects of investors’ sentiment, return and risk series on one to another of selected exchange rates. The empirical analysis consists of a time-varying inter-dependence between the observed variables, with the focus on spillovers between the variables....

Purpose: This study aims to compare the diversification risk of the crypto portfolio with those of equity portfolios. For this purpose, the hypothetical index was constructed with 20 cryptocurrencies that hold the highest market capitalization in the Coin Market Cap database, named as the...

Purpose: The purpose of this paper is to examine whether surge in foreign direct investment (FDI) inflows leads to surge in economic growth in 52 developing countries for the period 1990-2014. Design/methodology/approach: The author used a threshold approach to identify surge incidences in...

Purpose: This paper aims to investigate the contemporaneous link between price volatility and trading volume in the futures markets of energy. Design/methodology/approach: Non-parametric (local linear) regression models and formal statistical tests are used to assess monotonicity, linearity and...

Purpose: The purpose of this paper is to assess the informational efficiency of Arabica (other milds) and Robusta coffee futures markets in terms of predicting future coffee spot prices. Design/methodology/approach: Futures market efficiency is associated with the existence of a long-run...