... Limited Licensed re-use rights only Defence financialisation Policy-induced speculation Geopolitical risks U.S military contractors Market exuberance E62 G12 G15 H56 Ministry of Science and Higher Education of the Russian Federation (Ural Federal University Program...

... simulations C22 C53 F14 G10 G15 In a rapidly evolving world, the influence of uncertainty on human choices and perceptions cannot be overlooked. Whether arising from economic fluctuations, regulatory changes, climate concerns, shifts in monetary policy, or unforeseen global events...

... for periphery countries than for core countries. Carlos J. Rincon can be contacted at: crinconh1@gmail.com 19 08 2025 15 02 2026 04 04 2026 05 04 2026 Sovereign bonds Unconventional monetary policy Bond yields Government interventions E52 E58 G12 G15...

... only Stock market integration Bounds testing Emerging economies Nonlinear ARDL Asymmetric effect F15 G11 G15 O16 Hajilee et al., 2023 , Table A1 Financial integration links national markets to global ones, with emerging markets becoming key players in financial...

... of the EPU index (up to 12 lags) to be determined in a grid search. β¹ = beta in regime 1 when uncertainty is low, and β² = beta in regime 2 when uncertainty is high, β = beta coefficient, China Uncertainty Exchange-traded funds Investment G11 G15...

... Emerald Publishing Limited 2025 Emerald Publishing Limited Licensed re-use rights only Volatility transmission Conditional correlation Stock markets Latin America and USA Multivariate GARCH C32 F36 G15 In recent years, the literature has increasingly focused on correlations...

... in the U.S. Economic confidence Energy prices Geopolitical risks Treasury maturity Corporate bond yield US C32 C51 E43 G15 Economic decision-making by individuals, businesses, and governments involves both financial and non-financial considerations (Ahmad and Rangaraju, 2019...

... holdings. © Emerald Publishing Limited 2024 Emerald Publishing Limited Licensed re-use rights only Cash holdings Banking Political economy Corruption G15 G21 P52 There is ample literature documenting several negative externalities related to corruption, such as those...

... authorities are concerned that the reduced competition among stock exchanges may result in abuse of exchange market power at the expense of trading investors. Stock exchange consolidation International portfolio investments Mergers Liquidity G11 G15 G30 The growth of cross-border...

... the short and the long term? US sustainable stocks ESG Elastic net penalized regression Dynamic ARDL simulations C22 G11 G15 Q01 (7) ∆ ln ⁡ y t = c 0 + ∑ i = 1 p θ 0 i ∆ ln   y t − i + ∑ i = 0 q ∑ j = 1 k θ...

... 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...

...-use rights only Business confidence Business activity Volatility transmission Greece Green growth F43 G15 M21 In recent years, studies have been systematically carried out on business development through a framework of sustainable and generally green development. For instance...

... Twitter sentiment Textual analysis Stock price indexes COVID-19 C33 G15 G41 The unexpected outbreak of the novel Coronavirus pandemic (COVID-19) has raised new risks, which in turn further propagate investor concerns worldwide, thus jeopardize the stock prices at large. Mazur et...

... Limited Licensed re-use rights only Anti-corruption Systematic risk Idiosyncratic risk Volatility spillovers G14 G15 G38 We regress daily returns for firm i at time t on the Fama-French three factors, in order to decompose a firm's total risk into systematic...

... causality Date-stamping C50 G10 G11 G14 G15 Uncertainty and risk play a pivotal role in shaping financial markets, given that changes due to policy adjustments, political and civil unrests exert significant influence on investment opportunities and financialization in commodity markets...

... exchange rate Inflation expectations C32 F31 G15 The well-known PPP (purchasing power parity) puzzle (Rogoff, 1996) consists in the fact that real exchange rates appear to be more volatile and to exhibit more persistence than implied by most exchange rate determination models. This has...

... Islamic equities Long-term investments Conventional equities G11 G15 The last decade has witnessed a surge in investors' interest in Islamic finance with an increase in asset under management from US$200 billion in 2003 to US$1.8 trillion in 2013. According to EY (2016) , Islamic finance...

... sentiments EFA markets Regime switching G02 G15 B17 Stock markets are viewed as a leading indicator of economic conditions. The dynamic evaluation process of stock prices has been a topic of interest among academic and practitioner in recent years. Among other determinants of stock market...

... stationary Granger non-causality test in heterogeneous panels to a trivariate setting in the framework of Toda and Yamamoto (1995). Granger causality Exchange rates Stock prices Heterogeneous panels Portfolio equity F31 G14 G15 Andriansyah Andriansyah can be contacted...

... development G15 G18 G20 The relationship between stock market development (SMD) and foreign direct investment (FDI) is a topic that strongly attracts the interest of researchers in the last years. The SMD is embodied in the general financial sector development, according to Adam and Tweneboah...