... 30 05 2026 02 07 2026 03 07 2026 © 2026 Emerald Publishing Limited 2026 Emerald Publishing Limited Licensed re-use rights only Corporate bonds Stock returns Pandemic COVID-19 Yield spreads Coronavirus E44 G10 G12 G13 H84 I10 The outbreak...

... 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...

... Financial markets Bayesian estimation Cointegration Stock market Economic activity C32 E44 G12 Financial variables and real economic activity routinely diverge in their pace of adjustment during downturns: equity markets reprice quickly, while output and employment recover more slowly...

... Arabia US macroeconomic conditions C32 E44 G10 G12 Over the past decade, Bitcoin has emerged as the most prominent and widely traded cryptocurrency, attracting attention from individual investors, institutional participants and policymakers alike. Its rapid price fluctuations...

... 2025 Emerald Publishing Limited 2025 Emerald Publishing Limited Licensed re-use rights only Tariffs Event study Stock markets E44 F13 G14 G15 The relationship between trade policy and financial markets remains a central theme in international finance. While tariffs...

... by Fassas et al. (2019) , who argue that investors tend to take more risks during the QE period. Quantitative easing Shadow rates Realized volatility Stock market Risk premium Data-rich environment FAVAR model C32 C38 E44 E58 G1 G41 Over the last decade...

... modeling approach that differs from traditional event study methodology. Second, a large sample of US commercial banks is used which represents an important departure from banking regulation studies. E44 G21 A long-standing practice in the banking literature is to evaluate the effects of key...

...) + discounted precautionary future reserves of the DIC at the end of the period for each group of banks. Deposit insurance premium rate Forecasting nonperforming loans Idiosyncratic shocks G28 G21 E44 Since the start of the recent global financial crisis, triggered by the collapse...

... Limited 2017 Emerald Publishing Limited Licensed re-use rights only Determinants Literature review Stock market development E44 The importance of the stock market cannot be overstated. By reducing the cost of mobilising savings, the stock market may facilitate investment...

.... Financialisation Bank profitability Bank ownership Bank size Business lending UK banking system Panel data econometrics E44 G20 G21 we relate business lending directly to bank profitability and search for the presence of bank size and ownership effects; and we perform an econometric...