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Keywords: C5
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Journal Articles
Fear sentiment spillovers and G7 market dynamics: evidence from a global crisis
Available to Purchase
Journal:
The Journal of Risk Finance
Journal of Risk Finance (2026) 27 (3): 490–513.
Published: 21 April 2026
... and investor behavior during crises. Hamda Letaief can be contacted at: hamda.letaief@ihecso.u-sousse.tn 25 09 2025 20 01 2026 13 03 2026 Spillover FEAR sentiment Dynamic spillovers TVP-VAR C32 C5 F3 G15 Over the last few decades, and especially after...
Journal Articles
Interlinkages of market power, price and liquidity network in banks: evidence from an emerging economy
Available to Purchase
Journal:
The Journal of Risk Finance
Journal of Risk Finance (2023) 24 (3): 285–315.
Published: 19 April 2023
... network index (MPNI) to estimate bank market power using network parameters, which helped to explore the formation of bank clusters involved in the competition. Bank competition Bank liquidity Bank loan price Interactive effect Indian banks Network Economic cycle LASSO VAR C5 C32 D85...
