Wavelet coherence analysis (WCA) examines the dynamic interactions between economic policy uncertainty (EPU) in Brazil, Chile, Colombia, and Mexico and key external variables, using monthly data from 2010 to 2022. The findings reveal the following: (i) medium-term co-movements (4-16 months)...

This study examines the dynamic interconnectedness of economic policy uncertainty (EPU) among Latin American economies - Brazil, Chile, Colombia, and Mexico - and significant international regions, including the United States, Europe, and Japan, as well as a global EPU index. Using a...

This study examines the current trajectory and future research directions of environmental, social, and governance (ESG) integration within the banking industry. Utilizing bibliometric and scientometric approaches, it highlights trend topics, influential studies, and notable contributors....

This study examines fiscal sustainability in Latin American countries from a unique time-frequency perspective, focusing on Brazil, Chile, Colombia, Peru, and Mexico from 1997 to 2022. Using wavelet coherence analysis, it uncovers dynamic relationships between government revenue and expenditure...

We studied the relationship between sustainable investment indexes and examine whether this relationship varies in bullish, bearish, and stable financial markets. To understand this issue more deeply, we analyzed the connectedness between three indexes-the Sustainable Impact investments,...

This study examines the current trajectory and future research directions of environmental, social, and governance (ESG) integration within the banking industry. Utilizing bibliometric and scientometric approaches, it highlights trend topics, influential studies, and notable contributors....

Wavelet power spectrum (WPS) and wavelet coherence analyses (WCA) are used to examine the co-movements among oil prices, green bonds, and CO2 emissions on daily data from January 2014 to October 2022. The WPS results show that oil returns exhibit significant volatility at low and medium...

This scientometric analysis delves into the current trajectory and anticipated prospects of assessing fiscal sustainability, emphasizing methodologies, trends, and pivotal literature in this critical economic realm. This study analyzed 324 studies from Scopus and Web of Science databases to...

The exchange rate is influenced by multiple national and international macroeconomic factors, which generates high levels of uncertainty. The objective of this research is the construction of ARIMA-GARCH and ARIMAX-GARCH models as a tool for the forecast of the exchange rate in Colombia from the...