We investigate the asymmetric nonlinear link between foreign direct investment, oil prices, and CO2 emissions for the Gulf Cooperation Council nations, using foreign direct investment and oil price data. As foreign direct investment is positively associated with carbon emissions in the long run...

A developed financial system is essential in a market economy. This paper studies the importance of the development of financial markets in general, and the stock market in particular, from the review of existing literature in the area of the relationship between financial development and...

In this paper, we empirically investigate the causal nexus between economic growth (GDP), CO2 emissions (environmental degradation), financial development, and trade openness using the ordinary least squares technique for a yearly panel data of 40 European economies, during the period of study...

Achieving a "sustainable food future" (the title of one of the three priorities identify by the government of Argentina for the 2018 G20 presidency) requires building food systems that, in line with the related Sustainable Development Goals (SDGs), support growth and employment, ensure social...

This paper examines the nexus between financial development and economic growth in Ghana between 1970 and 2020. The study adopted the Bayesian Model Averaging (BMA) techniques to address issues of model uncertainty due to many potential explanatory variables that could influence growth. The...

In this paper, the authors investigate the statistical properties of some cryptocurrencies by using three layers of analysis: alpha-stable distributions, Metcalfe’s law and the bubble behaviour through the LPPL modelling. The results show, in the medium to long-run, the validity of Metcalfe's...

Since portfolio management relies on the association of portfolio diversification, analyzing the spillover between the United States (US) and Asian-Pacific financial markets has become more critical. If Asian stock markets have low or negative correlations with each other and/or the US market,...

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 paper examines the presence of a contagion effect between Chinese and G20 stock markets as well as its intensity over a recent period from 1st January 2013 to 7 April 2022. The empirical study is conducted using the time-varying copula approach. The obtained results show strong evidence of...