Showing 1 - 10 of 196
Credit Default Swap (CDS) spread is a realistic measure of credit risk. Changes in the spreads showcase changes in the underlying uncertainty or credit volatility regarding the credit risk, associated with the asset class. We use Multifractal Detrended Fluctuation Analysis (MF-DFA) to further...
Persistent link: https://www.econbiz.de/10014238114
Bubbles are usually chaotic but can be predictable, provided their formation matches the log periodic power law (LPPL) with unique stylized facts. We investigated Green Bubble behaviour in the stock prices of a selection of stocks during the COVID-19 pandemic, namely, those with the highest...
Persistent link: https://www.econbiz.de/10013296471
Incentivizing businesses to lower carbon emissions and trade back excess carbon allowances paved the way for rapid growth in carbon credit ETFs. The use of carbon allowances as a hedging alternative fueled this rally further, causing a shift to speculation and forming repetitive bubbles....
Persistent link: https://www.econbiz.de/10014078410
Persistent link: https://www.econbiz.de/10013283301
Incentivizing businesses to lower carbon emissions and trade back excess carbon allowances paved the way for rapid growth in carbon credit ETFs. The use of carbon allowances as a hedging alternative fueled this rally further, causing a shift to speculation and forming repetitive bubbles....
Persistent link: https://www.econbiz.de/10013382168
Persistent link: https://www.econbiz.de/10013413566
Many studies have associated cryptocurrencies with bubbles, especially during stressed market conditions such as the recent outbreak of the second wave of COVID-19. Although the majority of studies have focused on Bitcoin, we investigate the predictability of bubble formation in the...
Persistent link: https://www.econbiz.de/10014245002
Persistent link: https://www.econbiz.de/10012589985
The aim of this study is to examine the correlation of the service quality dimensions to the overall customer satisfaction in the Greek banking sector, following its restructuring due to the mergers and the takeovers during the current financial crisis period (2009 - 2015), and to analyze in...
Persistent link: https://www.econbiz.de/10012917281
This paper investigates the profitability of technical trading rules in the Athens Stock Exchange (ASE), utilizing the FTSE/ASE-20 index over the period 1995-2008. We focus on a less developed and efficient stock market, given the existing paucity of research in such markets. The technical rules...
Persistent link: https://www.econbiz.de/10013124298