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

Energy Economics, Год журнала: 2024, Номер 134, С. 107523 - 107523

Опубликована: Апрель 4, 2024

Язык: Английский

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

Energy Economics, Год журнала: 2024, Номер 134, С. 107548 - 107548

Опубликована: Апрель 26, 2024

Язык: Английский

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Connectedness at extremes between real estate tokens and real estate stocks

International Review of Financial Analysis, Год журнала: 2024, Номер 95, С. 103425 - 103425

Опубликована: Июль 1, 2024

Язык: 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, Год журнала: 2024, Номер 62, С. 105221 - 105221

Опубликована: Март 11, 2024

Язык: Английский

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

Global Finance Journal, Год журнала: 2024, Номер 60, С. 100955 - 100955

Опубликована: Фев. 22, 2024

Язык: Английский

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

Financial Innovation, Год журнала: 2025, Номер 11(1)

Опубликована: Янв. 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.

Язык: 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, Год журнала: 2024, Номер 73, С. 102630 - 102630

Опубликована: Окт. 11, 2024

Язык: Английский

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

International Review of Economics & Finance, Год журнала: 2025, Номер unknown, С. 103864 - 103864

Опубликована: Янв. 1, 2025

Язык: Английский

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Sailing Towards Sustainability: Connectedness between ESG stocks and Green Cryptocurrencies

International Review of Economics & Finance, Год журнала: 2025, Номер unknown, С. 103848 - 103848

Опубликована: Янв. 1, 2025

Язык: Английский

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

Resources Policy, Год журнала: 2024, Номер 96, С. 105222 - 105222

Опубликована: Июль 16, 2024

Язык: Английский

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