... Emerald Publishing Limited 2026 Emerald Publishing Limited Licensed re-use rights only Abnormal returns Europe Israel–Hamas conflict Market model Middle East Russia–Ukraine War Stock markets C12 C58 G12 G14 G18 Over the past three decades, the world has witnessed multiple...

... G01 G18 M21 O16 G01 G18 E51%2C O16 M21 Corresponding author Jáki Erika jaki.erika@uni-bge.hu 22 04 2024 15 09 2024 17 12 2024 28 04 2025 04 07 2025 © 2025 Emerald Publishing Limited 2025 Emerald Publishing Limited Licensed re-use rights only...

... of equity to assets were more likely to fail after the financial turmoil. Because we assume that liquidity risk may have a negative relationship with bank RTB, we propose the following hypothesis: Funding liquidity Bank risk-taking COVID-19 crisis Bank size Commercial banks G21 G18 G28 G32...

... Cryptocurrency Regulations and political economy C32 G12 G14 G18 Moving from the discussion of the estimation window to the event window, this is where the actual impact of events is determined. Again, different specifications are assumed in the literature, as Table 1 concisely shows. We...

...-commercial purposes), subject to full attribution to the original publication and authors. The full terms of this licence may be seen at http://creativecommons.org/licences/by/4.0/legalcode DeFi Terra Luna Market crash Cryptocurrency Digital assets Volatility G11 G18 G23 Since...

... Limited Licensed re-use rights only Volatility TRMI COVID-19 Fear sentiment Bitcoin’s return Transaction volume C22 G12 G18 G41 Bitcoin’s (BTC) price experienced a sharp drop, from US$9,147 on March 6, 2020 to US$4,959 on March 12, 2020, at the beginning of the COVID-19...

... analysis and shows that there is an optimal EUA price that triggers polluters’ decision on emission and generation. EU Emission trading scheme Time series models Carbon emission allowance Market model Power generation sector Trading phases G12 G18 Q40 Q58 The European Emissions...

... Quantile regression Investor sentiment Economic policy uncertainty Asian Developed and European market E60 G18 Figure 1. Economic policy uncertainty with structural break test A series of various economic and financial crises, followed by steep declines and slow recoveries...

... Market liquidity Central counterparty EMIR regulation Stress measurement G18 G28 G32 The financial crisis that started in 2007 had two lessons for risk management: first, that a risk management system calibrated from the data of a quiet period is totally useless in a crisis and, second...