Showing 1 - 9 of 9
Using a cross-quantilogram approach, this study analyzes the transmission of higher-moment information across US industries with high-frequency (1-min) data. We investigate the effects of oil demand and supply shocks on this transmission, revealing that the impact is asymmetric. Specifically,...
Persistent link: https://www.econbiz.de/10015152632
We examine the dynamics of liquidity connectedness in the cryptocurrency market. We use the connectedness models of Diebold and Yilmaz (Int J Forecast 28(1):57-66, 2012) and Baruník and Křehlík (J Financ Econom 16(2):271-296, 2018) on a sample of six major cryptocurrencies, namely, Bitcoin...
Persistent link: https://www.econbiz.de/10012798833
Because of the increasing importance of and demand for ethical investment, this paper investigates the dynamics of connectedness between sustainable and Islamic investment in nineteen countries that represent developed and emerging financial markets worldwide. To this end, we apply models...
Persistent link: https://www.econbiz.de/10014307362
Corruption in finance is a relatively new topic which is gathering researcher's attention because of the increase in frauds and alike activities in the financial sector. The main aim of this article is to aid researchers to understand the overall trends, shifts and structure of corruption in...
Persistent link: https://www.econbiz.de/10014517069
The purpose of the current study is to investigate the role of the Islamic financial system in recovery post-COVID-19 and the way Fintech can be utilized to combat the economic reverberations created by COVID-19. The global financial crisis of 2008 has established the credentials of the Islamic...
Persistent link: https://www.econbiz.de/10012601433
The study examines the vital connection between stock returns and oil price changes for oil exporting/importing countries separately. We present evidence employing granger causality, impulse response and error variance decomposition based on panel vector autoregression. The results of panel...
Persistent link: https://www.econbiz.de/10013464376
Innovation capability of manufacturing industry is one of the most important factors that determine a country's competitiveness. This paper expounds the theoretical and empirical relationship among innovation capability (IC), capital enrichment (CE) and total factor productivity (TFP) by using...
Persistent link: https://www.econbiz.de/10014247222
Based on the panel data of China's listed companies from 2009 to 2020, this paper examines the relationship between multi-dimensional competition among local governments and corporate green innovation. It also investigates the influencing mechanism of performance pressures in this relationship....
Persistent link: https://www.econbiz.de/10015195701
Corporate disclosure is critical for many stakeholders to make the best decisions possible. Corporate disclosure practices may vary based on corporate attributes. This study focuses on analyzing the influence of corporate attributes on disclosure. We developed a disclosure index using the...
Persistent link: https://www.econbiz.de/10015394317