... function as short-term hedges against EPU in the USA; however, their hedging effectiveness diminishes over the long term. Economic policy uncertainty Stock prices Gold prices Bitcoin prices VECM C53 G11 G12 G17 Government transitions often lead to shifts in economic, foreign...

... 05 12 2023 23 04 2024 23 04 2024 © Emerald Publishing Limited 2024 Emerald Publishing Limited Licensed re-use rights only EPU India Quantile regression Stock market C22 E44 G11 G12 G18 Economic uncertainty has been rising in recent years due...

... 2023 © Emerald Publishing Limited 2023 Emerald Publishing Limited Licensed re-use rights only Prediction Early warning system Financial distress Relationship GCC G11 G17 Imam Mohammad Ibn Saud Islamic University (IMSIU), Saudi Arabia 221411028 Nowadays...

... of these sectors which is available on their website (www.nseindia.com). COVID-19 GARCH models Sectoral volatility COVID stringency index Indian stock market G10 G11 C32 C51 The inception of the COVID-19 pandemic came as an unpredictable event, affecting the lives of millions of people...

... emphasizes the potential of “pair trading” in commodity market context that is seldom discussed in academic papers. Financial markets Market efficiency Asset pricing Econometric modelling Metals Futures Pairs trading Cointegration C51 G11 G13 The claim that futures prices affect...

... Financial economics G11 G12 D80 Political risks become a relevant indicator for policymakers and investors in the financial market. This fact motivated researchers to assess the relationship between political risk components and stock markets, while returns and volatilities are sensitive...

... variables. Financial markets Credit Policy objectives Nonprofit institutions Ratings and rating agencies Credit ratings Students selectivity Higher education G11 I23 L31 02 10 2019 17 02 2020 08 04 2020 © Emerald Publishing Limited 2020 Emerald Publishing Limited...

... Emerald Publishing Limited 2018 Emerald Publishing Limited Licensed re-use rights only Financial markets Risk Uncertainty Investment decisions Expected volatility Unexpected volatility Threshold-GARCH EEMs D81 G11 G15 The recent US subprime crisis caused the crashing...

... policy coordination and transmission Bond market linkage Advanced market G15 G11 F34 Advanced markets (AM) and emerging markets (EM) compete in the same international bond market. Rising debt and deficit levels usually affect bond prices. There has been a surge in purchases of EM debt...

... mislead the analysis. Volatility India Trade volume Open interest Asymmetry Commodity markets G10 G11 C32 The study of the relationship between information flow and volatility has always been an area of research. Some of the recent studies include those of Foster (1995...