All Stories

  1. Are impact crypto assets a new emerging asset class for sustainable and impact investors?
  2. Asymmetric connectedness among regional green economies, carbon markets, and oil shocks
  3. Dynamic Nexus of Clean Energy Metals, Energy Commodities and Traditional Assets: Multidimensional Techniques and Portfolio Analysis
  4. Food, harvesting and interest rate nexus: Quantile investigation about dependencies and spillover
  5. Interconnectedness and idiosyncratic risks in sub-Saharan forex markets: Implications for investment, portfolio management, and policy formulation
  6. How Do GCC Countries Stocks Interact With US and European Debt Markets?
  7. Unveiling Dynamics: Financial Performance Determinants in the Ghanaian Insurance Industry
  8. Quantile connectedness and network among Green bonds, Renewable Energy, and G7 sustainability markets
  9. When you need them, they are not there: hedge capacities of cryptocurrencies disappear in downtrend markets
  10. ESG rating changes and portfolio returns: A wavelet analysis across market caps
  11. Extreme connectedness between NFTs and US equity market: A sectoral analysis
  12. Time-frequency comovements between environmental cryptocurrency sentiment and faith-based sectoral stocks
  13. Spillovers and hedging effectiveness between islamic cryptocurrency and metal markets: Evidence from the COVID-19 outbreak
  14. Energy, metals, market uncertainties, and ESG stocks: Analysing predictability and safe havens
  15. Sukuk liquidity and creditworthiness during COVID-19
  16. Social sentiment and exchange-specific liquidity at a Eurasian stock exchange outside of US market hours
  17. Is there a nexus between NFT, DeFi and carbon allowances during extreme events?
  18. Frequency Connectedness Between DeFi and Cryptocurrency Markets
  19. Energy transition metals and global sentiment: Evidence from extreme quantiles
  20. Economic policy uncertainty, geopolitical risk, market sentiment, and regional stocks: asymmetric analyses of the EU sectors
  21. Stablecoins as the cornerstone in the linkage between the digital and conventional financial markets
  22. Interconnectivity among cryptocurrencies, NFTs, and DeFi: Evidence from the Russia-Ukraine conflict
  23. Connectedness of non-fungible tokens and conventional cryptocurrencies with metals
  24. Are REITS hedge or safe haven against oil price fall?
  25. Hedge and safe-haven attributes of faith-based stocks vis-à-vis cryptocurrency environmental attention: a multi-scale quantile regression analysis
  26. EU sectoral stocks amid geopolitical risk, market sentiment, and crude oil implied volatility: An asymmetric analysis of the Russia-Ukraine tensions
  27. For whom does it pay to be a moral capitalist? Sustainability of corporate financial performance of ESG investment
  28. Returns and volatility connectedness among the EurozoDne equity markets
  29. Connectedness of COVID vaccination with economic policy uncertainty, oil, bonds, and sectoral equity markets: evidence from the US
  30. Asymmetric impacts of geopolitical risk on stock markets: A comparative analysis of the E7 and G7 equities during the Russian-Ukrainian conflict
  31. Asymmetric effects of geopolitical risk on major currencies: Russia-Ukraine tensions
  32. Impacts of COVID-19 on dynamic return and volatility spillovers between rare earth metals and renewable energy stock markets
  33. Decoupling Between the Energy and Semiconductor Sectors During the Pandemic: New Evidence from Wavelet Analysis
  34. Spillovers from stock markets to currency markets: Evidence from Copula-CoVar with time-varying higher moments
  35. Trading Volume and Capital Gains Tax - Evidence from Selected Stock Markets with Different Characteristics
  36. The Multifaceted Sustainable Development and Export Intensity of Emerging Market Firms under Financial Constraints: The Role of ESG and Innovative Activity
  37. Influence of unconventional monetary policy on agricultural commodities futures: network connectedness and dynamic spillovers of returns and volatility
  38. Flights-to-quality from EM Bonds to safe-haven US Treasury Securities: A time-frequency Analysis
  39. Assessing the impact of media sentiment on the returns of sukuks during the Covid-19 crisis
  40. ASEAN-5 forex rates and crude oil: Markov regime-switching analysis
  41. Oil price shocks and the term structure of the US yield curve: a time–frequency analysis of spillovers and risk transmission
  42. Linkages between DeFi assets and conventional currencies: Evidence from the COVID-19 pandemic
  43. Spillover and risk transmission between the term structure of the US interest rates and Islamic equities
  44. Complex Interplay of Eastern Bloc SMEs Trade Credit Determinants: Changes due to the Global Financial Crisis
  45. The impact of COVID-19 on gold seasonality
  46. Covid-19 impact on NFTs and major asset classes interrelations: insights from the wavelet coherence analysis
  47. Impact of the Covid-19 induced panic on the Environmental, Social and Governance leaders equity volatility: A time-frequency analysis
  48. Media sentiment and short stocks performance during a systemic crisis
  49. Astonishing insights: emerging market debt spreads throughout the pandemic
  50. The impact of Covid-19 on commodity markets volatility: Analyzing time-frequency relations between commodity prices and coronavirus panic levels
  51. The impact of the Covid-19 related media coverage upon the five major developing markets
  52. The impact of Covid-19 on liquidity of emerging market bonds
  53. How to estimate expected credit losses – ECL – for provisioning under IFRS 9
  54. A tale of company fundamentals vs sentiment driven pricing: The case of GameStop
  55. Faith-based investments and the Covid-19 pandemic: Analyzing equity volatility and media coverage time-frequency relations
  56. Return and volatility transmission between emerging markets and US debt throughout the pandemic crisis
  57. Lower reversal limit of the European Central Bank deposit rate and sustainability of traditional banking business model
  58. Covid-19 and high-yield emerging market bonds: insights for liquidity risk management
  59. Correction to: Governed by the cycle: interest rate sensitivity of emerging market corporate debt
  60. Return and volatility transmission between oil price shocks and agricultural commodities
  61. Governed by the cycle: interest rate sensitivity of emerging market corporate debt
  62. The relationship between the Covid-19 media coverage and the Environmental, Social and Governance leaders equity volatility: a time-frequency wavelet analysis
  63. Emerging market debt and the COVID‐19 pandemic: A time–frequency analysis of spreads and total returns dynamics
  64. A time–frequency analysis of the impact of the Covid-19 induced panic on the volatility of currency and cryptocurrency markets
  65. Complex Systems in Economics and Where to Find Them
  66. Emerging markets financial sector debt: A Markov‐switching study of interest rate sensitivity
  67. Perception and Drivers of Financial Constraints for the Sustainable Development
  68. Capital Gains Sensitivity of US BBB-Rated Debt to US Treasury Market: Markov-Switching Analyses
  69. Systemic risk in the Angolan interbank payment system – a network approach
  70. IFRS 9 compliant economic adjustment of expected credit loss modeling
  71. Excess liquidity premia of single-name CDS vs iTraxx/CDX spreads: 2007-2017
  72. Weight of the Default Component of CDS Spreads: Avoiding Procyclicality in Credit Loss Provisioning Framework
  73. On the Edge of Climate Change: In a Search of an Adequate Agent-Based Methodology to Model Environmental Dynamics
  74. Switching interest rate sensitivity regimes of U.S. Corporates
  75. Binary interest rate sensitivities of emerging market corporate bonds
  76. Interest rate, liquidity, and sovereign risk: derivative-based VaR
  77. Rethinking economic capital management through the integrated derivative-based treatment of interest rate and credit risk
  78. Rethinking Framework of Integrated Interest Rate and Credit Risk Management in Emerging Markets
  79. Typology for flight-to-quality episodes and downside risk measurement