... The study uses second-generation techniques, specifically designed to control cross-sectional dependence, heterogeneity and unobserved common factors. Additionally, bootstrap quantile regression is used to identify the environmental impacts of policy uncertainty across different levels of environmental...

... a salient risk threshold, we formalize the following hypothesis: H1. The impact of climate risk on bank liquidity creation is nonlinear and threshold-dependent. Climate risk Bank liquidity creation Threshold effects Quantile regression MENA region C21 C24...

... uncertainty (CPU) in predicting financial market fluctuation [Dow Jones Asia (ASIA), Dow Jones Islamic (ISLAMIC) and NASDAQ OMX Clean Energy Asia (CLEAN)] for the period from 2018 to 2024. Design/methodology/approach This paper uses three innovative techniques, including wavelet quantile regression...

... The paper uses a sample of 120 nonfinancial companies listed on the Tadawul stock exchange during the period 2017–2020. Data is obtained from the companies’ financial reports. This study uses the system GMM and the quantile regression. The first methodology examines the effect of leverage decisions on firm...

... and fragility periods have shaped the degree and structure of this sensitivity. Design/methodology/approach Quantile regression incorporating structural changes and GARCH-class model are used to establish how sensitivities are varying across volatility distribution depending on global events. The data...

... positive effects on IPO oversubscription. Therefore, the following hypothesis is examined: IPO Information asymmetry Quantile regression Shariah-compliant Oversubscription G00 G01 G12 G23 Shariah-compliant status is a unique attribute of the Malaysian market...

... and quantile regression analysis are used and applied to daily data ranging from 3 January 2010 to 28 July 2016. Results show evidence of herd behaviour in the GCC stock markets. When the data are divided into down and up market periods, herd information is found to be statistically significant and negative...

... from 25 banks, 18 CBs and 7 IBs, operating in Bangladesh during the period 2005-2014 have been collected and divided into three stages: the pre-crisis period (2005-2006), the crisis period (2007-2008) and the post-crisis period (2009-2014). Dynamic generalized method of moments and quantile regression...