Emerging Markets Review, Journal Year: 2025, Volume and Issue: unknown, P. 101253 - 101253
Published: Jan. 1, 2025
Language: Английский
Emerging Markets Review, Journal Year: 2025, Volume and Issue: unknown, P. 101253 - 101253
Published: Jan. 1, 2025
Language: Английский
Technological Forecasting and Social Change, Journal Year: 2023, Volume and Issue: 192, P. 122561 - 122561
Published: April 14, 2023
Language: Английский
Citations
129Energy Economics, Journal Year: 2023, Volume and Issue: 120, P. 106584 - 106584
Published: Feb. 23, 2023
Language: Английский
Citations
90Heliyon, Journal Year: 2023, Volume and Issue: 9(2), P. e13626 - e13626
Published: Feb. 1, 2023
In a nonparametric quantile-on-quantile regression model, we analyze the asymmetric financial impact of Russian-Ukrainian conflict-induced geopolitical risk (GPR) on top-seven emerging (E7) and developed (G7) stock markets. Our findings indicate that GPR markets is not only market-specific but also asymmetric. Except for Russia China, all E7 G7 stocks respond positively to in normal conditions. Among countries, from Brazil, Russia, Turkey (France, Japan, US) are resilient bearish stages. The portfolio policy implications our have been highlighted.
Language: Английский
Citations
74International Review of Economics & Finance, Journal Year: 2023, Volume and Issue: 86, P. 822 - 833
Published: April 11, 2023
Language: Английский
Citations
64Finance research letters, Journal Year: 2023, Volume and Issue: 55, P. 103948 - 103948
Published: April 28, 2023
Language: Английский
Citations
57Energy Economics, Journal Year: 2023, Volume and Issue: 127, P. 107103 - 107103
Published: Oct. 11, 2023
Language: Английский
Citations
46Journal of Economic Behavior & Organization, Journal Year: 2023, Volume and Issue: 211, P. 513 - 529
Published: May 25, 2023
Surmounted environmental concerns and energy challenges have created an augmented awareness among the public policymakers about alternate resources. Using a network approach, this paper aims to investigate dependence between cryptocurrencies alternative market using data from January 1, 2018, December 23, 2021. For investigation, first, we build static dependency for given set of variables partial correlations. Then, demonstrate within-system connections in minimum spanning tree (MST) assess centrality all variables. Finally, rolling-window estimations are made exhibit time variations both networks. We find that clean markets (SPGCE, ELEVHC & WILCE) ETH net risk transmitters other system-wide contributors. also how SPGCE is essential tying together various parts networks provide convincing evidence time-varying dependency. Our thorough examination analysis offers significant insights macroprudential regulators, policymakers, portfolio managers, enabling them safeguard most vulnerable choose best legislative policy measures protect investors' interests face unforeseen financial economic conditions.
Language: Английский
Citations
45The North American Journal of Economics and Finance, Journal Year: 2025, Volume and Issue: unknown, P. 102404 - 102404
Published: Feb. 1, 2025
Language: Английский
Citations
11Resources Policy, Journal Year: 2023, Volume and Issue: 86, P. 104194 - 104194
Published: Sept. 25, 2023
Language: Английский
Citations
35Energy Economics, Journal Year: 2023, Volume and Issue: 122, P. 106677 - 106677
Published: April 20, 2023
Language: Английский
Citations
30