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Investigating the impact of trade disruptions on price transmission in commodity markets: An application of threshold cointegration

Mann, Janelle; Brewin, Derek - In: Journal of Risk and Financial Management 14 (2021) 9, pp. 1-7

Threshold cointegration is introduced as an econometric technique to model the impact of trade disruptions on spatial price transmission in commodity markets so that market participants and policy makers can understand the global impact of trade disruptions on prices. The threshold cointegration...

Persistent link: https://www.econbiz.de/10013201134

The heterogeneous impact of financialisation on economic growth in the long run

Setikiene, Agne; Butkus, Mindaugas - In: Journal of Risk and Financial Management 14 (2021) 5, pp. 1-30

Financialisation, i.e., the process by which financial markets and their participants gain more influence over the …, both at the macro- and microeconomic level. There is no doubt that financialisation impacts economic growth. Still …, research does not substantiate the heterogeneity of financialisation effects and does not provide a comprehensive analysis of …

Persistent link: https://www.econbiz.de/10012611766

Sail away to a safe harbor? Covid-19 vaccinations and the volatility of travel and leisure companies

Demir, Ender; Kizys, Renatas; Rouatbi, Wael; Zaremba, Adam - In: Journal of Risk and Financial Management 15 (2022) 4, pp. 1-21

This paper examines the impact of vaccination programs on the stock market volatility of the travel and leisure sector. Using daily data from 56 countries over the period from January 2020 to March 2021, we find that vaccination leads to a decrease in the investment risk of travel and leisure...

Persistent link: https://www.econbiz.de/10014332383

Impact of COVID-19, political, and financial events on the performance of commercial banking sector

Ghouse, Ghulam; Bhatti, Muhammad Ishaq; Shahid, … - In: Journal of Risk and Financial Management 15 (2022) 4, pp. 1-18

This paper employs a structural empirical model to gauge the possible effects of COVID-19, political and financial events on the returns and volatility of commercial banks. It observes that insured and run-prone uninsured depositors choose between differentiated commercial banks, which appears...

Persistent link: https://www.econbiz.de/10014332387

To trust or not to trust? COVID-19 facemasks in China-Europe relations : lessons from France and the United Kingdom

Tran, Emilie; Tseng, Yu-chin - In: Journal of Risk and Financial Management 15 (2022) 4, pp. 1-16

At the crossroads of sociology and international relations, this interdisciplinary and comparative research article explores how the COVID-19 outbreak has impacted China-Europe relations. Unfolding the critical moments of the COVID-19 outbreak, this article characterizes the evolution of...

Persistent link: https://www.econbiz.de/10014332388

The profitability of technical analysis during the COVID-19 market meltdown

Lento, Camillo; Gradojevic, Nikola - In: Journal of Risk and Financial Management 15 (2022) 5, pp. 1-19

This article explores the profitability of technical trading rules around the COVID-19 pandemic market meltdown for the S&P 500 index, Bitcoin, Comex gold spot, crude oil WTI, and the VIX. Trading rule profits are estimated from January to May 2020, including three sub-periods, on a...

Persistent link: https://www.econbiz.de/10014332393

Mitigation strategies for COVID-19: Lessons from the K-SEIR model calibrated to the observable data

Lipton, Alexander; López de Prado, Marcos M. - In: Journal of Risk and Financial Management 15 (2022) 6, pp. 1-38

This article develops a detailed epidemiological multi-factor model, the K-susceptible-exposed-infected-removed (K-SEIR) model, and several simpler sub-models as its building blocks. The general model enables us to account for all the relevant COVID-19 features, its disparate impact on different...

Persistent link: https://www.econbiz.de/10014332449

Challenges for corporate reputation: Online reputation management in times of global pandemic

Pollák, František; Markovič, Peter - In: Journal of Risk and Financial Management 15 (2022) 6, pp. 1-18

The issue of corporate reputation management in the time of accelerated digitization has been a subject of research by academics and practitioners for more than a decade. The aim of this study was to provide an insight into the issue of reputation management in the Internet environment in the...

Persistent link: https://www.econbiz.de/10014332451

Budgetary allocations and government response to COVID-19 pandemic in South Africa and nigeria

Chukwudi, Agunyai Samuel; Victor, Ojakorotu - In: Journal of Risk and Financial Management 15 (2022) 6, pp. 1-18

The eruption of the novel virus brought to the global scene the prediction that Africa would be worse hit by the pandemic. This prediction was partly built on the widely recognized fact that Africa is the continent with the weakest public health care system and the lowest budgetary allocations...

Persistent link: https://www.econbiz.de/10014332453

International corporate cash holdings and firm-level exposure to COVID-19: Do cultural dimensions matter?

Hoang, Khanh; Nguyen, Cuong; Tran, Dung Viet - In: Journal of Risk and Financial Management 15 (2022) 6, pp. 1-14

This study investigates the impact of COVID-19 exposure on corporate cash holdings using firm data across sixteen developing and developed economies. The results show that firms reserve more cash when their exposure to COVID-19 increases. We also find a cash burn effect during the COVID-19...

Persistent link: https://www.econbiz.de/10014332463