Assessing the impact of renewable energy tokens on BRICS stock markets: A new diversification approach

Energy Economics, Journal Year: 2024, Volume and Issue: 134, P. 107523 - 107523

Published: April 4, 2024

Language: Английский

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Equity markets and ESG dynamics: Assessing spillovers and portfolio strategies through time-varying parameters

Energy Economics, Journal Year: 2024, Volume and Issue: 134, P. 107548 - 107548

Published: April 26, 2024

Language: Английский

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Connectedness at extremes between real estate tokens and real estate stocks

International Review of Financial Analysis, Journal Year: 2024, Volume and Issue: 95, P. 103425 - 103425

Published: July 1, 2024

Language: Английский

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Impact of tokenization on financial investments: Exploring connectedness through the case of transport and travel/tourism sectors

Finance research letters, Journal Year: 2024, Volume and Issue: 62, P. 105221 - 105221

Published: March 11, 2024

Language: Английский

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Bridging the gap: Uncovering static and dynamic relationships between digital assets and BRICS equity markets

Global Finance Journal, Journal Year: 2024, Volume and Issue: 60, P. 100955 - 100955

Published: Feb. 22, 2024

Language: Английский

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Unlocking the diversification benefits of DeFi for ASEAN stock market portfolios: a quantile study

Financial Innovation, Journal Year: 2025, Volume and Issue: 11(1)

Published: Jan. 2, 2025

Abstract This study examines the return connectedness between decentralized finance (DeFi)’s and Association of Southeast Asian Nations (ASEAN) stock markets using quantile vector autoregressive framework, which allows us to investigate at conditional quantiles. Our sample includes four major DeFi’s six ASEAN markets, spanning from March 2018 December 2022. The static results indicate a moderate level transmission system mean median quantile. propagation increases substantially under extreme market conditions, establishing an asymmetric across Despite being relatively new asset class, DeFi dominates equity acts as primary shock transmitter in most instances. dynamic analysis reveals that total fluctuates over time peaked during COVID-19 Russia–Ukraine conflict period, indicating impact global events on transmission. optimal weight hedge ratio estimated DCC-GARCH model is beneficial for portfolio construction risk management. rising trend pandemic demonstrates investors should decrease their investments increase hedging costs. Therefore, managers readjust allocation timely manner according different states build additional effective diversification strategies avoid large losses reduce exposure.

Language: Английский

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Interlinkage between Lending and Borrowing tokens and US equity sector: implications for Social Finance

Research in International Business and Finance, Journal Year: 2024, Volume and Issue: 73, P. 102630 - 102630

Published: Oct. 11, 2024

Language: Английский

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Analyzing Financial Market Reactions to the Palestine-Israel Conflict: An Event Study Perspective

International Review of Economics & Finance, Journal Year: 2025, Volume and Issue: unknown, P. 103864 - 103864

Published: Jan. 1, 2025

Language: Английский

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Sailing Towards Sustainability: Connectedness between ESG stocks and Green Cryptocurrencies

International Review of Economics & Finance, Journal Year: 2025, Volume and Issue: unknown, P. 103848 - 103848

Published: Jan. 1, 2025

Language: Английский

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Mineral Metamorphosis: Tracing the static and dynamic nexus between minerals and global south markets

Resources Policy, Journal Year: 2024, Volume and Issue: 96, P. 105222 - 105222

Published: July 16, 2024

Language: Английский

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