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Economic policy uncertainty and cryptocurrency market as a risk management avenue : a systematic review

Ul Haq, Inzamam; Maneengam, Apichit; Supat Chupradit; … - In: Risks : open access journal 9 (2021) 9, pp. 1-24

Cryptocurrency literature is increasing rapidly nowadays. Particularly, the role of the cryptocurrency market as a risk … based on the cryptocurrency market as a risk management avenue against economic policy uncertainty (EPU). The review … discovers that cryptocurrencies have mixed connectedness patterns with all national EPU therefore, the risk mitigation ability …

Persistent link: https://www.econbiz.de/10012632009

Climate risks and financial markets : a review of the literature

Zhai, Pengxiang; Fan, Ying; Fan, Ying; Ji, Qiang; Ma, … - In: Climate change economics : CCE 15 (2024) 4, pp. 1-25

Persistent link: https://www.econbiz.de/10015196823

How does economic policy uncertainty drive time-frequency connectedness across commodity and financial markets?

Wu, Hao; Zhu, Huiming; Huang, Fei; Mao, Weifang - In: The North American journal of economics and finance : a … 64 (2023), pp. 1-30

Persistent link: https://www.econbiz.de/10014246897

Systemic Financial Risk : An Emerging Market Perspective

Karminsky, Alexander (ed.); Stolbov, Michail I. (ed.) - 2024

Part I. New Trends in International Financial Development and Risk Assessment -- Chapter 1. Adapted Approaches to … Pertseva , Anna Vityazeva -- Chapter 3. Dynamic BRICS Stock Market Linkages as a Channel of Systemic Risk Transmission … Emerging Markets’ Risk Management -- Chapter 6. New Ways of Measuring Catastrophic Risk Vigen Minasyan -- Chapter 7. Measuring …

Persistent link: https://www.econbiz.de/10014535157

Run risks of cash-redeemable ETFs

Leung, David Wing Yu; Wong, Joe Ho-Yeung; Fong, Tom - In: Pacific-Basin finance journal 85 (2024), pp. 1-12

Persistent link: https://www.econbiz.de/10014575236

Do financial markets allow the independence of central banks?

Miró, Damià Rey; Piffaut, Pedro; Zurdo, Ricardo Palomo - In: Journal of central banking theory and practice 13 (2024) 1, pp. 5-26

in a more complex environment, both due to the pandemic that was sweeping the world and the bulky debt that countries are …

Persistent link: https://www.econbiz.de/10014496228

Financial Markets Uncertainty and the Rawlsian Argument for Central Counterparty Clearing of OTC Derivatives

McNamara, Steven R. - 2014

Persistent link: https://www.econbiz.de/10013064621

The asymmetric impact of economic policy and oil price uncertainty on inflation : evidence from developed and emerging economies

Anderl, Christina; Caporale, Guglielmo Maria - 2023

This paper examines the asymmetric impact of economic policy uncertainty (EPU) and oil price uncertainty (OPU) on inflation by using a Nonlinear ARDL (NARDL) model, which is compared to a benchmark linear ARDL one. Using monthly data from the 1990s until August 2022 for a number of developed and...

Persistent link: https://www.econbiz.de/10013543029

Economic policy uncertainty and corporate investment : does quality of governance matter?

Farooq, Umar; Tabash, Mosab I.; Anagreh, Suhaib; … - In: Cogent economics & finance 10 (2022) 1, pp. 1-20

A stable economic condition is crucial for an organization's success. Any fluctuation in economic policy directly influences corporate-level decisions. However, exercising better governance can mitigate the adverse effect of such unstable economic conditions. Owing to this, the current research...

Persistent link: https://www.econbiz.de/10014500430

Efficient Portfolios and Extreme Risks : An Extended Dirichlet Approach

Le Courtois, Olivier - 2020

This paper solves the mean-variance-skewness-kurtosis (MVSK) portfolio optimizationproblem using a new approach based on the Dirichlet distribution. To obtain efficient portfolios,we generalize the Dirichlet distribution using the student copula to produce an increasedproportion of portfolios...

Persistent link: https://www.econbiz.de/10012849455