The present study is on the five cryptocurrency daily mean return time series linearity dynamics during the Covid-19 period. These cryptocurrencies were chosen based on their influence on the market, primarily driven by its market capitalisation. Tether is included as the most important stable...

The present study analyses BRICS (Brazil, Russia, India, China, South Africa) capital markets in both time and frequency domain using wavelets. We used artificial neural network techniques to forecast the co-movement among BRICS capital markets. Wavelet coherence and clustering estimates uncover...

This study examines the pricing of municipal bonds before and after a currency shock in Switzerland. Two approaches are used to decompose the municipal to treasuries bond spreads into liquidity, maturity, and default risk premiums. The first approach is the model of the cross-sectional...

Chapter 1. Digital Finance and Financial Services -- Chapter 2. Innovation and Fintech -- Chapter 3. Central Bank and Fintech: Regulatory Challenges and Framework -- Chapter 4. The Dematerialization of Money in the Age of Covid-19 Pandemic: A New Future for Digital Finance? -- Chapter 5....

Purpose: This paper study regional attractiveness through passive portfolio investment based on duration, immunization and convexity (in case of higher interest rate volatility) of municipal bonds by using data from Standard and Poor’s. The massive variety of financial incentives to promote...

Purpose: This study aims to examine whether the publication of analyst recommendations has reaction in the Russian stock market. This study also aims to determine the other factors that influence the reaction. Design/methodology/approach: Event study analysis (ESA) and regression models are...

Purpose: The paper introduces a resource-based linear programming model for resource optimization in small innovative enterprises (SIE). Design/methodology/approach: The model is grounded on resource-based view on the firm and dynamic capabilities approach. Linear programming technique is used...