... linking GPR with gold price bubbles via the LPPLS model, with a novel emphasis on the differentiation between GPRA and GPRT, providing new perspectives on the safe-haven role of gold during geopolitical uncertainty. Geopolitical risk Gold Price bubble LPPLS model C13 C51 C58 F52 G15 Q02...

... European countries Troika G15 G17 G32 M40 Over the past 70 years, a vast literature has been published on the capital structure topic (e.g. Durand, 1952 ; Modigliani and Miller, 1963 ; Myers and Majluf, 1984 ; Baker and Wurgler, 2002 ; Frank and Goyal, 2003 ; Shahzad et al...

... regimes Nonlinear ARDL model Asymmetry effects G02 G12 G14 G15 We contribute to the existing literature in different directions. First, to our best knowledge, this study is the first attempt to explore the potential impact of exchange rate changes under different systems on stock prices...

... on the conditional volatility. Houda Litimi can be contacted at: houda.litimi@gmail.com 27 11 2016 27 02 2017 29 03 2017 © Emerald Publishing Limited 2017 Emerald Publishing Limited Licensed re-use rights only Herding Conditional volatility Sectoral analysis G14 G15...

... are perfectly correlated over long-term horizons (Kasa, 1992). © Emerald Group Publishing Limited 2015 Cointegration Interdependence EGARCH Nordic region Stock G15 C13 The purpose of this study is to evaluate the dynamic long-run and short-run interdependences among Nordic stock...