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Keywords: GFC
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Journal Articles
Journal:
Studies in Economics and Finance
Studies in Economics and Finance (2024) 41 (5): 1057–1084.
Published: 26 January 2024
... and USD indices were the primary transmitters of shocks before the outbreak. Other studies show that the volatility transmission between oil and precious metals is time-varying, and global events such as the Asian Financial Crisis (AFC), Global Financial Crisis (GFC) and oil price crash make...
Journal Articles
Journal:
Studies in Economics and Finance
Studies in Economics and Finance (2022) 39 (4): 549–571.
Published: 09 July 2021
... performance in the emerging economies during the COVID-19 pandemic with the pre-COVID and global financial crisis (GFC) period. Design/methodology/approach The authors apply the arbitrage pricing theory to model the risk-return relationship between the risk-based factors (exchange rate volatility...
