Showing 1 - 10 of 12
Persistent link: https://www.econbiz.de/10015197373
With the advent of greening the global economy and the introduction of green financial assets, this study examines the connectedness and spillover effect of green assets using a QVAR approach focusing on the average connectedness and connectedness under extreme market conditions. The time of the...
Persistent link: https://www.econbiz.de/10015197828
The purpose of the research is to explore the dynamic multiscale linkage between economic policy uncertainty, equity market volatility, energy and sustainable cryptocurrencies during the COVID-19 period. We use a multiscale TVP-VAR model considering level (EPUs and IDEMV) and returns series...
Persistent link: https://www.econbiz.de/10014230895
This study assesses contagion from the USA subprime financial crisis on a large set of frontier stock markets. Copula models were used to investigate the structure of dependence between frontier markets and the USA, before and after the occurrence of the crisis. Statistically significant...
Persistent link: https://www.econbiz.de/10012020525
The purpose of this paper is to verify the long-range correlation between the stock markets of the largest economies in the world and the respective exchange rate with the USD. According to theory, a negative correlation is expected, meaning that an increase in the return of one of the assets...
Persistent link: https://www.econbiz.de/10012020652
This study investigates the co-movements between the Solactive Electric Vehicle and Future Mobility Index (EVFMI) and multiple rare earth elements (REEs). We applied a TVP-VAR model and bivariate wavelet coherence approach to capture co-movements both in the time and frequency domain considering...
Persistent link: https://www.econbiz.de/10013364879
Persistent link: https://www.econbiz.de/10014312087
In line with the pursuit of clean and affordable energy, our study contributes to the United Nations Sustainable Development Goals (UNSDGs-7 and -13) and the global fight against climate change by offering evidence-based insights. We conducted a panel analysis of BRICS (Brazil, the Russian...
Persistent link: https://www.econbiz.de/10014635228
Efficiency in stock markets is essential for economic stability and growth. This study investigates the efficiency and herding behavior of the stock markets from the top economies of the world (known as G20 countries). We classify stock market indices using MSCI classification for the developed...
Persistent link: https://www.econbiz.de/10014636008
Persistent link: https://www.econbiz.de/10014557790