... C32 C58 E44 G10. It is widely recognized that correlations between stock and bond returns evolve over time in both sign and magnitude, playing a key role in asset allocation, diversification and risk pricing. Recent research further emphasizes that the covariance between equities and bonds...

... Publishing Limited 2026 Emerald Publishing Limited Licensed re-use rights only Cryptocurrency markets Investor attention Sentiment analysis Volatility modelling Automation-like accounts C55 C58 D83 G12 G14 C55 C58 D83 G12 G14 C58 C55 D83 G12 G14 where n...

... 02 2025 28 07 2025 08 10 2025 25 12 2025 23 01 2026 © 2026 Emerald Publishing Limited 2026 Emerald Publishing Limited Licensed re-use rights only Hedging strategy Structural breaks M-GARCH models Oil–stock nexus C58 G11 G15 C58 G11 G15 C58...

..., thus adding to the robustness of the findings. Abnormal returns Europe Israel–Hamas conflict Market model Middle East Russia–Ukraine War Stock markets C12 C58 G12 G14 G18 Building upon the market efficiency literature, another reason why, at certain times, some markets...

... AI investment Financial institutions development Panel data Econometrics Interest rates C01 C33 C58 E02 G24 Paula Ortega Perals thanks the Ministry of Science, Innovation and Universities of the government of Spain for the research grant Research Grant FPU21/02147 provided...

...-use rights only ARCH/GARCH Cryptocurrencies Fiat currencies from high-inflation economies Gold Volatility C58 E31 E42 Fundação para a Ciência e a Tecnologia 2024.00626.BD Fundação para a Ciência e a Tecnologia, UIDB/05037/2025 The authors acknowledge financial...

... performance before inducing performance declines. Earthquakes Tsunamis Stock market performance Spatial econometrics Spatial GARCH Natural disasters Global financial markets C58 G15 Q54 We add two control variables to account for common effects and prevent incorrect inferences due...

.... 15 03 2025 28 06 2025 09 08 2025 29 09 2025 30 09 2025 09 10 2025 © 2025 Emerald Publishing Limited 2025 Emerald Publishing Limited Licensed re-use rights only Biodiversity finance Connectedness Portfolio diversification C58 G11 G15 Q57 JEL...

...-use rights only Ovidiu Stoica can be contacted at: ostoica@uaic.ro 22 08 2024 24 09 2024 29 10 2024 30 10 2024 Cryptocurrency markets Binance Overreaction hypothesis Uncertain information hypothesis Event study C58 G14 G15 The U.S. Securities...

... TVP-VAR COVID-19 Russia–Ukraine conflict C32 C55 C58 F36 G15 Volatility actually is the opposite of risk. It’s opportunity. But you need to think through and fight some basic human weaknesses. (Jeff Ubben) It is a widely accepted belief among researchers that financial...

... Bitcoin Trading volume Autocorrelation GJR-GARCH model C43 C54 C58 D80 G01 G41 Motivated by the unusual performance and dynamics of cryptocurrencies’ prices and returns (e.g. extreme volatility and phenomenal returns) that stimulated extraordinary attention and constant interest from...

... at: mohsin.ali@taylors.edu.my 25 10 2021 01 02 2022 27 05 2022 05 08 2022 24 09 2022 26 09 2022 © Emerald Publishing Limited 2022 Emerald Publishing Limited Licensed re-use rights only Islamic equities COVID-19 ASEAN stock market Conventional equities C58...

.... Therefore, it presents a more comprehensive framework that suggests implications for empirical researchers and Bitcoin investors. G12 G15 C01 C21 C58 Korhan K. Gokmenoglu can be contacted at: korhan.gokmenoglu@hbv.edu.tr 12 12 2021 09 02 2022 10 04 2022 28...

... 06 11 2021 21 02 2022 25 02 2022 © Emerald Publishing Limited 2022 Emerald Publishing Limited Licensed re-use rights only Listed private equity Volatility GARCH models Spillover effects C58 G10 G15 It is a matter of common sense that the volatilities...

... C58 G13 L19 The novel coronavirus (COVID-19) was discovered in Wuhan (China) on December 31, 2019 [ 1 ]. Considered as a part of a large family of viruses (Coronaviruses), it may cause illness ranging from the common cold to more severe diseases (Yang et al., 2020). By early March...

... connectedness Overall spillovers Network analysis C58 F37 G10 The cryptocurrency market has attracted overwhelming attention by investors, scholars and policymakers since the initiation of Bitcoin in 2009 and the market capitalization of the cryptocurrency market dramatically rose from...

... suggestions. C58 E42 G11 In early 2020, the people of the globe first time listen about the new infectious disease of novel coronavirus (COVID-19). Though it was initially started in the Wuhan city of China in December 2019, it slowly spreads its corpus around the world. By seeing its high...

... Solvency Financial crisis DEA SFA C01 C13 C54 C58 The efficiency of banks is an important element of analysis in the financial world and its importance on the 2007-2009 crisis has been addressed (Barth et al., 2013 ; Rosman et al., 2014 ; Curi et al., 2015...

... Emerald Publishing Limited 2020 Emerald Publishing Limited Licensed re-use rights only Exchange rate Purchasing power parity Price indexes Interest rate differentials Structural shifts Cointegration C58 C32 F31 F33 Over the past two decades, the empirical research...

... Quantile LASSO C22 C55 C58 G17 If we consider an easy example containing only three corporations, i.e. oil (X), car manufacturers (Y) and auto dealers (Z), from the perspective of supply chain, it is obvious to see they are highly connected even without the financial industry in between...