... novel policy insights into managing cyber-induced contagion under different market regimes, particularly by integrating behavioral and systemic dimensions into financial stability frameworks. © Emerald Publishing Limited 2025 Emerald Publishing Limited Licensed re-use rights only G01 L86...

... (Minsky, 1986a , b , 1992a , b). This process is known as the “Minsky moment,” when it becomes apparent that indebtedness has reached its peak and repayment is no longer feasible. B26 C33 E44 F43 G01 G41 F65 F32 F34 F36 Financialization and globalization are closely...

... Limited Licensed re-use rights only Financial instability Climate risks Time-varying granger-causality approach Macro-events G01 Q54 C32 E32 The financial literature recognizes the role of economic, financial, and political news in disseminating information to a wide range...

... Conventional bond Treasury bond Covid-19 crisis Russian–Ukrainian crisis Support vector regression model G12 D53 G01 C53 The disastrous outcomes of the climate crisis that humanity experiences can affect, according to the Intergovernmental Panel on Climate Change (2022) , vital dimensions...

... Tekin can be contacted at: hasantekin@karabuk.edu.tr 10 10 2023 11 02 2024 12 03 2024 © Emerald Publishing Limited 2024 Emerald Publishing Limited Licensed re-use rights only Banks ESG Financial inclusion Islamic cooperation Sustainability G01 G21 Q01...

... Macro-stress testing Solvency VAR conditional forecasting US banking system G01 G21 G28 Leverage. One of the underlying features of the 2007–2009 global financial crisis was the excessive leverage (both on-and off-balance sheet) that accumulated in the banking system (Basel...

... Publishing Limited 2023 Emerald Publishing Limited Licensed re-use rights only Monetary union Nonperforming loan ratios Currency area Financial stability E02 E42 E52 G01 G21 From the Economic Community of West African States (ECOWAS) to the Eurasian Economic Union (EAEU...

... Asymmetric causality B27 C58 D53 G01 When financial instability peaks in developed markets, particularly in the United States (U.S.) and the European Union (EU), it has major repercussions for the real global economy, as was clearly demonstrated by the 2008 global financial crisis (GFC...

... at: mkumar24iit@gmail.com 07 02 2023 05 06 2023 20 06 2023 © Emerald Publishing Limited 2023 Emerald Publishing Limited Licensed re-use rights only Volatility spillover Covid-19 Russia–Ukraine war BRICS DCC-GARCH E44 F15 F31 G01 G15 Global markets have been...

... Conditions Index VAR model ARDL model TVP-VAR model C32 G01 E44 O54 The nature and intensity of the 2008 financial crisis has launched a new challenge for macroeconomic theory and policy-makers. Following the crisis, the high level of uncertainty, financial instability and economic...

... period, where seemingly safe assets were overpriced, can be explained by agents overweighing idiosyncratic risk and ignoring systemic risk. Systemic risk Salience bias Price volatility Financial crisis Fragility D90 G01 G11 G12 G40 The phenomenon of first ignoring one type...

... Inequality Time-varying predictions C32 C53 D31 G01 We contribute to this literature by exploring the time-varying predictive power of financial shocks for growth in income (and consumption) inequality in the United Kingdom (UK) over the quarterly period of 1975:2 to 2016:1. Unlike...

... Financial crisis Stock market liquidity D82 G01 G35 G14 G12 Mohammad Al-Shboul can be contacted at: malshboul@sharjah.ac.ae 13 10 2021 13 02 2022 27 03 2022 03 04 2022 Moreover, prior studies (Kim and Jang, 2010 ; Labhane, 2018 ; Leary and Michaely, 2008...

...–French–Carhart model. The Market Model equation is represented by the following regression. G01 G14 H12 J63 In a recent study, Altig et al. (2020) reported huge uncertainty jumps in stocks markets in reaction to the coronavirus disease 2019 (COVID-19) outbreak and reported...

.../legalcode Fed's balance sheet Financial crisis Quantitative easing Return predictability Stock market wealth Unconventional monetary policy E50 E58 G01 G12 Under the new Keynesian theory framework, a central bank can influence the real interest rate, real output and nominal...

... Ireland Spain Cyprus International lender Debt Economic risk C6 G01 Abbreviation IL International Lender Parameters β i Country i 's intertemporal discount factor, β i ∈ [ 0,1 ] , i = 1 , … , N N...

... be contacted at: tinatswan@outlook.com 24 07 2019 02 02 2020 11 05 2020 © Emerald Publishing Limited 2020 Emerald Publishing Limited Licensed re-use rights only Internet International trade Population Elasticity F10 F15 G01 National Science Foundation...

... interactions among structural and institutional complementarities and agents reinforced one another for conservative (opportunistic) banking behaviour. Resilience Composite indicator Financial crises Banking system Macroprudential regulation E44 G01 G20 The idea that financial...

... Options pricing and hedging C06 G01 G11 G12 G13 In order to neutralize or at least try to reduce the price risk of financial assets such as stocks, financial derivatives, such options are regularly utilized. The well-known Black and Scholes (1973) option pricing formula, denoted as BS...