Risk and Decision Analysis,
Journal Year:
2023,
Volume and Issue:
9(2-4), P. 73 - 85
Published: Dec. 8, 2023
This
pragmatic
research
strives
to
reveal
the
return
volatility
transmission
throughout
Asian
stock
exchanges,
by
employing
variance
decomposition
technique
of
Vector
autoregressive
(VAR)
based
framework.
Additionally,
current
examination
exerts
a
Granger
causality
approach
detect
short-term
cause
and
effect
among
exchanges.
The
consequence
spill-over
exhibits
dominancy
Indian,
Chinese
Japanese
exchanges
in
terms
net
transmitter.
Further,
it
is
found
that
Korean,
Thai,
Malaysian
seem
be
receiver
Asia.
outcome
investigation
reveals
neutrality
Bangladeshi
Pakistani
exchange,
as
returns
these
exchange
are
not
influenced
any
other
Furthermore,
result
analysis
signifies
existence
unidirectional
In
policy
implication,
imperative
for
investors
policymakers
closely
monitor
behaviour
plays
significant
role
transmitter
By
keeping
vigilant
eye
on
can
better
assess
manage
potential
risks
opportunities
region.
Heliyon,
Journal Year:
2024,
Volume and Issue:
10(9), P. e30558 - e30558
Published: May 1, 2024
This
empirical
research
study
aims
to
investigate
the
asymmetric
spillovers
among
crypto
and
key
financial
assets
such
as
gold,
equity,
bonds,
dollar-to-ruble
exchange
rate
volatility,
focusing
on
new
developments
during
Russia-Ukraine
conflict
in
2022.
Utilizing
time-
frequency-domain
methodologies,
this
conducts
an
in-depth
analysis
employing
daily
frequency
data
from
January
01,
2018,
May
30,
2023.
The
employs
value
at
risk
conditional
estimations
assess
potential
losses
portfolio
crisis.
findings
reveal
that
Bitcoin
exhibits
hedging
ability,
enabling
investors
diversify
underlying
assets.
observes
a
significant
increase
investments
crisis,
leading
heightened
volatility
uncertainty.
Negative
news
has
stronger
impact
compared
positive
news,
underscoring
importance
of
prudent
asset
allocation
for
mitigation.
implications
our
are
particularly
policymakers
trade
partners
Russia.
urges
them
differentiate
their
short-
long-term
strategies
procurement
contracts.
In
long
run,
should
be
cognizant
influence
riskiness
economic
crises,
guiding
formulation
policies
investment
decision-making
initiatives.
Heliyon,
Journal Year:
2024,
Volume and Issue:
10(4), P. e25202 - e25202
Published: Jan. 28, 2024
The
COVID-19
pandemic
has
resulted
in
significant
financial
losses
globally,
increasing
the
volatility
of
assets.
Thus,
this
study
models
stock
market
developed
economies
during
pandemic.
For
purpose,
we
used
GJR-GARCH
(Albulescu,
2020;
Albulescu,
2020)
[1,1]
econometric
model
on
daily
time
series
returns
data
ranging
from
01st-July-2019
to
18th-November-2020.
entire
dataset
was
equally
divided
into
two
subsets;
before
COVID-19,
and
after
COVID-19.
empirical
results
showed
presence
clustering,
leverage
effect,
excess
kurtosis
indicating
leptokurtic
phenomena
all
indices
returns.
In
addition
this,
it
can
be
noted
that
compared
markets
negative
returns,
increased
Hence,
based
these
findings,
provides
insights
for
global
investors
economic
policymakers
regarding
portfolio
construction
particularly
crises
times.
Heliyon,
Journal Year:
2024,
Volume and Issue:
10(4), P. e25203 - e25203
Published: Jan. 29, 2024
In
times
of
crisis,
stock
markets
experience
a
significant
increase
in
return
volatility,
which
leads
to
spillovers
across
equity
sectors.
The
purpose
this
study
is
investigate
the
asymmetric
ten
U.S.
sectors,
representing
different
industries.
Daily
prices
sector
indices
were
collected
from
02
January
2018
22
October
2021
for
analysis.
addition,
applied
Diebold
and
Yilmaz's
(2012)
dynamic
spillover
methodology,
along
with
static
rolling
windows
phenomena,
examine
daily
returns
indices.
results
indicate
that
82
%
volatility
forecast
error
variance
U.S
due
effect.
Moreover,
both
industrials
financials
exhibit
highest
gross
other
while
they
also
receive
Furthermore,
oil
gas
utilities
net
spillovers.
These
empirical
findings
provide
crucial
information
regarding
interdependence
during
COVID-19
pandemic,
relevant
investors
practitioners.
International Journal of Energy Economics and Policy,
Journal Year:
2024,
Volume and Issue:
14(2), P. 523 - 534
Published: March 15, 2024
The
purpose
of
the
study
is
to
analyze
empirical
link
between
governance,
environmental
quality,
and
trade
as
it
relates
foreign
direct
investment
in
Cambodia,
Thailand,
Vietnam
for
period
ranging
from
1996
2022.
Mixed
order
integration
(0
1)
was
discovered
after
applying
four
panel
unit
tests
(IPS-W
stat,
ADF-
Fisher,
PP-Fisher,
LLC
t).
Kao
Residual
Co-integration
test
carried
out
determine
whether
there
co-integration
among
variables
study.
results
demonstrated
that
some
are,
fact,
co-integrated
during
investigation.
findings
root
reveal
use
Panel
ARDL,
demonstrate
governance
has
a
positive
overall
effect
on
FDI.
This
because
tightening
control
corruption,
improving
regulatory
strengthening
rule
law
are
all
contributing
an
increase
FDI
Vietnam.
concluded
negative
opinion
efficacy
government
investment;
however,
this
association
did
not
reach
level
statistical
significance
required
be
considered
significant.
To
encourage
FDI,
also
provides
access
natural
resources
free
flow
raw
materials
intermediate
goods
being
supported
by
initiatives
connected
promotion
which
made
possible
through
trade.
International Journal of Energy Economics and Policy,
Journal Year:
2024,
Volume and Issue:
14(1), P. 488 - 495
Published: Jan. 15, 2024
The
Kuznets
Curve
framework
is
used
in
this
study
to
examine
the
complex
relationship
between
economic
growth
and
environmental
impact
Pakistan.
employs
descriptive
statistics,
pairwise
correlations,
regression
analysis
uncover
intricate
relationships
among
crucial
variables
such
as
pollution,
performance,
GDP,
income,
taxation.
results
underscore
trade-offs
non-linear
connections
that
exist
within
these
relationships,
underscoring
importance
of
informed
policy
choices
order
attain
sustainable
development
effectively
reconciles
advancement
preservation
specific
context
Journal of Asia Business Studies,
Journal Year:
2024,
Volume and Issue:
18(3), P. 850 - 862
Published: April 11, 2024
Purpose
This
paper
aims
to
examine
potential
diversification
benefits
between
Eurozone
(i.e.
EURO
STOXX
50)
and
key
Asia
markets:
HSI
(Hong
Kong),
KOSPI
(South
Korea),
NIKKEI
225
(Japan)
TSEC
(Taiwan).
The
sample
covers
the
period
from
04-01-2008
19-10-2023
in
daily
frequency.
Design/methodology/approach
empirical
investigation
is
based
on
wavelet
coherence
analysis,
which
a
localized
correlation
coefficient
time
frequency
domain.
Findings
results
provide
evidence
that
long-term
exist
NIKKEI,
(after
2015)
there
are
signs
for
pair
STOXX-TSEC
2014).
During
short
term,
of
during
period.
However,
medium
seem
diminish.
Originality/value
These
have
crucial
implications
investors
regarding
international
portfolio
diversification.
Journal of Science and Technology Policy Management,
Journal Year:
2023,
Volume and Issue:
unknown
Published: Dec. 14, 2023
Purpose
This
study
aims
to
give
a
glimpse
of
the
existing
blockchain
applications
across
industries
and
add
complete
knowledge
blockchain’s
properties.
Design/methodology/approach
Systematic
literature
review
is
used
as
research
strategy
for
this
investigation
other
aspects
preferred
reporting
items
systematic
reviews
meta-analyses
framework
have
been
incorporated
create
scholarly
publications
evaluation
blockchain-based
application
in
financial
arena
its
future.
The
looks
at
86
studies
published
between
2018
2022.
Findings
There
has
steady
but
noticeable
increase
potential
many
domains
over
past
few
years.
rising
tendency
illustrates
newness
technology,
well
increasing
attention
from
academics.
According
findings,
an
appropriate
solution
processing
transactions
using
cryptocurrencies;
nevertheless,
it
still
significant
technical
issues
limits
that
require
be
exploring
solving
before
can
considered
viable
option.
It
therefore,
necessary
high
level
reliability
payments
confidentiality,
addition
maintaining
anonymity
nodes,
stop
assaults
efforts
disrupt
blockchain.
Practical
implications
several
important
theoretical
practical
implications.
First,
adds
body
on
Fintech,
focusing
transaction
side.
While
much
focused
how
technology
may
affect
strategic
choices,
shed
light
perspective
reporting.
Second,
by
highlighting
importance
demand
prompt
identification
losses,
work
factors
influence
frauds
involving
paper
money.
Additionally,
establishing
link
transparency
virtual
transactions,
author
backs
up
asymmetric
responses
investors
different
investment
possibilities.
evolution
(Fintech)
shows
take
advantage
unique
opportunities.
Originality/value
novel
previously
topic
mainly
because
comprehensiveness,
revolves
around
all
industrial
commercial
areas.
three
main
lines
outlined,
namely,
classifying
innovations
will
alter
landscape
industries;
identifying
whether
these
are
good
fit
wealth
creation
potential;
directing
researchers
outlining
prospective
pathways.
