... and cross-asset arbitrage, the potential for volatility spillovers across asset classes has become both empirically evident and theoretically salient. Cryptocurrency volatility Emerging markets Volatility spillovers Financial contagion TVP–VAR Regulatory heterogeneity G15 G18 E44 F65 16...

... finance E44 E52 G02 G24 G32 Initial Public Offerings (IPOs) represent a crucial stage in a company’s lifecycle, offering a pivotal platform for raising capital. Despite their significance, IPOs are frequently underpriced, representing potential capital that might have otherwise been...

... the asymmetry of the impact of pandemics on stock prices listed on the Casablanca stock exchange. This article proposes the following model: (1) ln ⁡ P r i c e i , t = Ɵ 0 + Ɵ 1 C o v i d t + ε i t                      C13 C58 E44 G10 G41 P43...

... in the creation of these bubbles by date stamping their occurrence and explosive periods. To the best of the authors’ knowledge, this study is the first attempt that explores the contribution of the COVID-19 pandemic to the creation of bubbles caused by a change in the investors’ behavior. C58 E44 G01 H12...

... and Stokey, 1982). Bubbles Collateral constraints Financial crisis Deleveraging Diagnostic expectations Stereotypes D84 E44 E71 G4 There exists just one good that is in the form of a not storable endowment, every intertemporal exchange is made in terms of that good only...