...Ihsen Abid Purpose This study investigates the dynamic relationships between Bitcoin returns, global oil prices and equity markets, with a particular focus on the USA (S&P 500) and Saudi Arabia (Tadawul All Share Index – TASI ). This study also aims to assess how macro-financial conditions...

...-19 Russia-Ukraine war Equity markets Visegrad countries are an important part of the global economy. Still, they represent unique patterns of volatility spillovers that are worth exploring and their knowledge may help in portfolio diversification and policy creation. Some research considers...

... that it was priced only in ATX. Originality/value This research provides modest evidence for the policymakers on the systemic risk that Russian gas has for the EU equity markets. From a managerial perspective, changes in oil and gas prices are a permanently integral part of portfolio risk analysis. Florin...

... correlations (from the DCC-GARCH models) indicate that all cryptocurrencies were susceptible to speculative attacks and market events. Research limitations/implications This paper examines the dynamic linkages among the most important cryptocurrencies with major exchange rates and equity markets...

... at: mdbrigida@gmail.com 18 01 2017 13 02 2017 03 04 2017 28 04 2017 20 05 2017 15 07 2017 18 07 2017 © Emerald Publishing Limited 2018 Emerald Publishing Limited Licensed re-use rights only Crude oil Kalman filter Equity markets Crude oil...