... Emerald Publishing Limited 2026 Emerald Publishing Limited Licensed re-use rights only G15 G28 G39 Z19 This paper revisits the work of Stulz and Williamson (2003) (hereafter S&W), which examines how cultural differences, proxied by religion and language variables, influence...

.... Terrorism financing Terror attacks Cryptocurrency Wavelet coherence analysis C15 G15 G18 G29 K29 K42 O16 Nowadays, Ripple is one of the more popular digital payment networks and largest cryptocurrency platforms by market capitalization. Ripple Labs, the issuer of the cryptocurrency...

... structure Crude oil prices Markov regime-switching copula US dollar index COVID-19 Russian–Ukrainian war F31 F41 G15 L16 Q43 JEL Code F31 F41 G15 L16 Q43 F31 F41 G15 L16 Q43 The authors declare that this manuscript did not receive any financial support from any party...

... al. (2017) , the present study makes use of GARCH (1, 1) to calculate stress in the stock market. © 2025 Emerald Publishing Limited 2025 Emerald Publishing Limited Licensed re-use rights only Generalized principal components analysis Markov regime model COVID-19 G15 G18...

... Private sector development policies Sub-Saharan Africa E44 G15 G21 G29 O55 In recent decades, most Sub-Saharan Africa (SSA) nations have adopted the twin policies of financialization and private sector development to transform their economy. Despite this, the sub-continent still has one...

... and 11 emerging markets. 24 07 2024 27 11 2024 24 01 2025 © 2025 Emerald Publishing Limited 2025 Emerald Publishing Limited Licensed re-use rights only ESG stocks Qunatile connectedness Asymmetric tail dependence Connectedness network G14 G15 Sang Hoon...

... Risk transfer C12 G15 Q40 In March of 2020, the World Health Organization (WHO) officially declared the Covid-19 a global pandemic. Amid the spread of the coronavirus around the globe, commodity markets worldwide experienced significant losses and unprecedented volatility (Panagiotou...

... be contacted at: Betul.kurtoglu@halkbank.com.tr 11 09 2023 23 11 2023 27 11 2023 27 11 2023 © Emerald Publishing Limited 2023 Emerald Publishing Limited Licensed re-use rights only Financial stability Economic growth Causality Panel data C23 F4 G15...

... for sovereign risk. The framework also focuses on whether the different forms of debt relief exert distinctive impacts. F34 G15 H63 The Covid-19 pandemic has rekindled interest in sovereign debt crises amidst calls for debt relief for developing and emerging countries. The World Bank...

... markets PVAR COVID-19 G41 F31 G10 G15 Following the outbreak of the novel Coronavirus – SARS-CoV-2 (popularly called COVID-19) in Wuhan China in December 2019, over 3 million people have been infected, with more than 100,000 deaths in Africa (Africa Centre for Disease Control, 2020...

... on the stock market. The paper also helps to shed better insights on the role of different country characteristics for the sentiment and stock return relationship. G10 G14 G15 C23 Saumya Ranjan Dash can be contacted at: sranjan@iimidr.ac.in 10 02 2021 23 03 2021 07 04 2021...

... the linkages between banks and sovereigns. Banks International finance International economics International spillovers G15 G28 F36 This paper uses data on bank international claims to characterise the link between bank foreign exposure and sovereign default risk. The focus is on claims...

... in the short run. Zhao et al. (2015) report that the occurrence of gold bubbles is influenced by investors’ flight to safety during financial crises. G15 C58 G40 Gold futures Returns volatilities Trading activities Threshold cointegrated Financial markets Econometric modeling...

... aspects of economic integration F15 F36 G15 Md. Saifur Rahman can be contacted at: masaifur@yahoo.com 15 06 2020 11 08 2020 20 09 2020 © Emerald Publishing Limited 2021 Emerald Publishing Limited Licensed re-use rights only The Granger causality test...

... © Emerald Publishing Limited 2021 Emerald Publishing Limited Licensed re-use rights only Brexit Dynamic conditional correlations Financial markets Financing policy Event studies G14 G15 G32 “The UK economy has entered a period of adjustment following the EU referendum...

... Enforcement crises F33 F34 O16 G15 G18 Table I. Ordering of macro, micro and Simultaneous liberalizations Ordering of liberalization % of episodes in which following dimension (partially) liberalized first Macro liberalizations Micro liberalizations Simultaneous...

... 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...

... economics Economic integration Dynamic analysis Irrational behaviours Subprime mortgage crisis E61 F30 G01 G02 G15 Brunnermeier and Pedersen (2009) emprically show that agents who experience losses in one market prefer to liquidate the financial assets in other markets and cause...

... shows a positive relation between leverage and range of variation in RHE. When LTV is 80 per cent, the RHE varies from 0 to 20 per cent, while RHE varies between −10 and 40 per cent when LTV is 90 per cent. Figure 1. The variation in RHE across funding structure C32 G15 F3...