Studies in Economics and Finance
Issue(s) available: 119 – From Volume: 1 Issue: 1, to Volume: 41 Issue: 3
Unveiling the complex web: exploring the international fossil fuel trade network and its impact on CO2 emissions and trade patterns
CT Vidya, Srividhya M., Ujjwal D.The purpose of this study is to examine the structure of the international fossil fuel trade network (IFFTN) and assess its effects on CO2 emissions and global trade patterns…
Economic tides and merger waves: insights from a long-run perspective
Tilahun Emiru, Sara WeisblattThis study aims to examine the long-run relationship between macroeconomic and financial conditions and the aggregate number of mergers and acquisitions (M&As) in the USA, drawing…
Inflation persistence: new evidence across US metro areas
Nicholas ApergisThe purpose of this paper is to explore the degree of inflation persistence across all US metro areas over the post-pandemic period.
Is there a time-varying nexus between stock market liquidity and informational efficiency? – A cross-regional evidence
Subhamitra Patra, Gourishankar S. HiremathThis study aims to measure the degree of volatility comovement between stock market liquidity and informational efficiency across Asia, Europe, North-South America, Africa, and…
In what way can worldwide robotics and artificial intelligence encourage development in green crypto investments? An implementation of a model-free connectedness technique
Le Thanh HaThis study aims to investigate connections between the development of robotic and artificial intelligence (AI) and green crypto investments. The author also explores the…
ESG, innovation, and economic growth: an empirical evidence
Siti Nurazira Mohd Daud, Nur Syazwina Ghazali, Nur Hafizah Mohammad IsmailThis paper aims to examine the relationships among environmental, social and governance (ESG) practices, innovation and economic growth in five Asian countries from 1990 to 2020.
Interrelations between bitcoin market sentiment, crude oil, gold, and the stock market with bitcoin prices: Vision from the hedging market
Guanghao Wang, Chenghao Liu, Erwann Sbai, Mingyue Selena Sheng, Jinhong Hu, Miaomiao TaoThe purpose of this study is to examine Bitcoin's price behavior across market conditions, focusing on the influence of Bitcoin's historical prices, news sentiment and market…
The effects of the Russia–Ukraine war and the Wagner Group coup on defense stocks in Europe: an event study analysis
Svetoslav Covachev, Gergely FazakasThis study aims to examine the impact of the beginning of the Russia–Ukraine war and the Wagner Group’s attempted military coup against Putin’s regime on the European defense…
The impact of digital inclusive finance on high-quality consumption: evidence from Jiangsu, Zhejiang and Shanghai of China
Jiangjiao Duan, Mengdi ChenDigital inclusive finance has a positive promotion effect on the development of the national economy, but little research exists on how digital inclusive finance affects…
Dynamic connectedness among market volatilities: a perspective of COVID-19 and Russia-Ukraine conflict
Prince Kumar Maurya, Rohit Bansal, Anand Kumar MishraThis paper aims to investigate the dynamic volatility connectedness among 13 G20 countries by using the volatility indices.
Precious metal prices: a tale of four US recessions
Pablo Agnese, Pedro Garcia del Barrio, Luis Alberiko Gil-Alana, Fernando Perez de GraciaThe purpose of this paper is to examine the degree of persistence in four precious metal prices (i.e. gold, palladium, platinum and silver) during the last four US recessions.
Are there other fish in the sea? Exploring the hedge, diversifier and safe-haven features of ESG investments
Luca Pedini, Sabrina SeveriniThis study aims to conduct an empirical investigation to assess the hedge, diversifier and safe-haven properties of different environmental, social and governance (ESG) assets…
Can mutual fund characteristics predict future performance? Evidence from Portugal
Maria Inês Sá, Paulo Leite, Maria Carmo CorreiaThis paper aims to investigate not only the performance of Portuguese mutual funds investing in domestic and international equities but also which fund characteristics, such as…
Hidden truncation model with heteroskedasticity: S&P 500 index returns reexamined
Rachid BelhachemiThis paper aims to introduce a heteroskedastic hidden truncation normal (HTN) model that allows for conditional volatilities, skewness and kurtosis, which evolve over time and are…
Stock market indices and interest rates in the US and Europe: persistence and long-run linkages
Guglielmo Maria Caporale, Luis Alberiko Gil-Alana, Eduard MelnicencoThis paper aims to analyse the persistence of the S&P500 and DAX 30 stock indices as well as of the Fed’s Effective Federal Funds rate and of the European Central Bank’s Marginal…
Return and volatility transmission among economic policy uncertainty, geopolitical risk and precious metals
Opeoluwa Adeniyi Adeosun, Suhaib Anagreh, Mosab I. Tabash, Xuan Vinh VoThis paper aims to examine the return and volatility transmission among economic policy uncertainty (EPU), geopolitical risk (GPR), their interaction (EPGR) and five tradable…
Co-volatility dynamics in global cryptocurrency and conventional asset classes: a multivariate stochastic factor volatility approach
Shalini VelappanThis study aims to investigate the co-volatility patterns between cryptocurrencies and conventional asset classes across global markets, encompassing 26 global indices ranging…
American option evaluations using higher moments
Patrice Gaillardetz, Saeb HachemBy using higher moments, this paper extends the quadratic local risk-minimizing approach in a general discrete incomplete financial market. The local optimization subproblems are…
The impact of the COVID-19 pandemic on regional inflation in Indonesia
Iqbal Reza Nugraha, Gumilang Aryo Sahadewo, Sekar Utami SetiastutiThis paper aims to examine the impact of COVID-19 on inflation in Indonesia. There are two questions in this study: (1) Is there an impact of COVID-19 on inflation in Indonesia…
Excess cash or excess headache? Demonetisation and bank behaviour in India
Saumen Majumdar, Swati Agarwal, Saibal GhoshSudden and unannounced policy changes by the government that provide banks with windfall deposits creates a challenge in terms of resource deployment. In the process, there is an…
Conviction, diversification or something else: constructing optimal portfolios with additional attributes
Muhammad Farid Ahmed, Stephen SatchellThe purpose of this paper is to provide theory for some popular models and strategies used by practitioners in constructing optimal portfolios. King (2007), for example, advocated…
Does banning cryptocurrencies affect stock markets?
Ahmed W. ElroukhThis paper aims to investigate the impact of banning cryptocurrencies on stock markets.
The dynamic trade-off theory of capital structure: evidence from a panel of US industrial companies
Ridha EsghaierThis paper aims to test the empirical validity of the dynamic trade-off theory in its symmetric and asymmetric versions in explaining the capital structure of a panel of publicly…
COVID-19, stability and regulation: evidence from Indonesian banks
Putra Pamungkas, Taufiq Arifin, Irwan Trinugroho, Evan Lau, Bruno S. SergiThis study aims to investigate the effect of credit relaxation policy during the COVID-19 pandemic and its efficacy as a countercyclical policy on bank risk and stability.
A collective decision-making model of p2p lending platforms compared to bank lending
Ruth Ben-Yashar, Miriam KrauszThis study aims to develop a theoretical model that uses the decision-making theory in a financial intermediation setting to provide insights into the differences between the…
Leading and lagging role between financial stress and crude oil
Ahmet Galip GençyürekThe crude oil market plays a key role in addressing the issue of energy economics. This paper aims to detect the causality relationship between the crude oil market and economy…
ISSN:
1086-7376Online date, start – end:
1977Copyright Holder:
Emerald Publishing LimitedOpen Access:
hybridEditor:
- Prof Niklas Wagner