This paper explores dynamic correlation and interdependence of five global REIT markets using multivariate wavelet methods. United States, Hong Kong, Belgium, South Africa and Australia’s daily REITs returns are used as proxies for North America, Asia, Europe, Africa and the Oceania...

This study strengthens the frontiers of research on the drivers of dollarization in emerging economies by exploring the case of Ghana using the autoregressive distributed lag modelling framework. The data for the study spanned from January 2002 to March 2016. The evidence suggests that...

This paper examines the role of national culture in the transmission process through which the growth in credit to the private sector can lead to bank stability in 107 countries over 2005 and 2017. We performed the examination using the quantile regression and the dynamic generalised method of...

The current study examines the causal effect of global competitiveness and its pillars on the various indicators of the global value chain while also recognising the complexity of the system. The network approach is employed to reveal these impacts, and the study spanned 2007, 2010, 2012, 2014,...

The letter examines herding in the most liquid cryptocurrency markets relative to traditional financial markets of 10 emerging economies within the G20. Our results reference significant symmetric crowd and imitation trading, which are dependent on time. Additionally, we report asymmetric herd...

This paper explores the symmetric and asymmetric dependency structure of decomposed return series of Gold and eight cryptocurrencies to establish the hedging and diversification potentials of these asset classes. Daily data spanning 30 April 2013 to 18 April 2019 are employed within the Ensemble...