| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A tale of company fundamentals vs sentiment driven pricing: The case of GameStop |
1 |
3 |
16 |
205 |
4 |
8 |
58 |
439 |
| A time–frequency analysis of the impact of the Covid-19 induced panic on the volatility of currency and cryptocurrency markets |
0 |
0 |
3 |
27 |
3 |
4 |
25 |
130 |
| ASEAN-5 forex rates and crude oil: Markov regime-switching analysis |
1 |
1 |
1 |
10 |
4 |
5 |
14 |
29 |
| African forex markets: Modeling their predictability and the asymmetric effects of oil and geopolitical risk |
0 |
0 |
1 |
3 |
0 |
0 |
16 |
23 |
| An Application of Hybrid Models for Weekly Stock Market Index Prediction: Empirical Evidence from SAARC Countries |
0 |
0 |
0 |
1 |
0 |
0 |
3 |
12 |
| Are REITS hedge or safe haven against oil price fall? |
0 |
1 |
4 |
8 |
1 |
4 |
49 |
64 |
| Assessing the connectedness between cryptocurrency environment attention index and green cryptos, energy cryptos, and green financial assets |
0 |
0 |
1 |
2 |
0 |
1 |
21 |
35 |
| Assessing the impact of media sentiment on the returns of sukuks during the Covid-19 crisis |
0 |
0 |
0 |
0 |
0 |
0 |
7 |
9 |
| Astonishing insights: emerging market debt spreads throughout the pandemic |
0 |
0 |
0 |
5 |
1 |
1 |
7 |
14 |
| Asymmetric effects of geopolitical risk on major currencies: Russia-Ukraine tensions |
0 |
0 |
1 |
7 |
1 |
5 |
25 |
62 |
| Asymmetric effects of market uncertainties on agricultural commodities |
0 |
1 |
2 |
5 |
1 |
4 |
25 |
45 |
| Bank Competition, Combination of Industry and Finance, and Enterprise Innovation: Evidence from China |
0 |
0 |
0 |
4 |
0 |
0 |
3 |
19 |
| Binary interest rate sensitivities of emerging market corporate bonds |
0 |
0 |
0 |
3 |
0 |
0 |
4 |
25 |
| Capital Gains Sensitivity of US BBB-Rated Debt to US Treasury Market: Markov-Switching Analyses |
0 |
0 |
0 |
3 |
1 |
1 |
8 |
18 |
| Chaotic Phenomena and Oscillations in Dynamical Behaviour of Financial System via Fractional Calculus |
0 |
0 |
0 |
3 |
0 |
0 |
6 |
19 |
| Complex Interplay of Eastern Bloc SMEs Trade Credit Determinants: Changes due to the Global Financial Crisis |
0 |
0 |
0 |
1 |
0 |
0 |
8 |
17 |
| Connectedness between Gold and Cryptocurrencies in COVID-19 Pandemic: A Frequency-Dependent Asymmetric and Causality Analysis |
0 |
0 |
0 |
3 |
1 |
1 |
11 |
21 |
| Connectedness between healthcare cryptocurrencies and major asset classes: Implications for hedging and investments strategies |
0 |
0 |
0 |
1 |
0 |
2 |
23 |
31 |
| Connectedness of non-fungible tokens and conventional cryptocurrencies with metals |
0 |
0 |
0 |
1 |
0 |
2 |
15 |
28 |
| Correction to: Governed by the cycle: interest rate sensitivity of emerging market corporate debt |
0 |
0 |
0 |
0 |
0 |
0 |
7 |
8 |
| Corrigendum to “Cross-quantile risk assessment: The interplay of crude oil, artificial intelligence, clean tech, and other markets” [Energy Economics Volume 141, January 2025, 108085] |
0 |
1 |
6 |
6 |
1 |
3 |
30 |
43 |
| Covid-19 and high-yield emerging market bonds: insights for liquidity risk management |
0 |
0 |
1 |
5 |
0 |
0 |
60 |
84 |
| Covid-19 impact on NFTs and major asset classes interrelations: Insights from the wavelet coherence analysis |
0 |
0 |
0 |
33 |
0 |
1 |
11 |
126 |
| Cross-border ESG rating dynamics: An in-depth connectedness analysis of portfolio returns and volatilities in the USA and Canada |
1 |
1 |
3 |
4 |
1 |
3 |
25 |
37 |
| Cross-quantile risk assessment: The interplay of crude oil, artificial intelligence, clean tech, and other markets |
0 |
0 |
3 |
4 |
2 |
6 |
38 |
52 |
| Decoupling Between the Energy and Semiconductor Sectors During the Pandemic: New Evidence from Wavelet Analysis |
0 |
0 |
1 |
2 |
1 |
1 |
13 |
18 |
| Dynamic spillover between oil price shocks and technology stock indices: A country level analysis |
0 |
0 |
0 |
1 |
1 |
4 |
23 |
31 |
| ESG rating changes and portfolio returns: A wavelet analysis across market caps |
0 |
1 |
2 |
3 |
0 |
4 |
17 |
27 |
| EU sectoral stocks amid geopolitical risk, market sentiment, and crude oil implied volatility: An asymmetric analysis of the Russia-Ukraine tensions |
0 |
0 |
2 |
6 |
0 |
3 |
24 |
56 |
| Economic policy uncertainty, geopolitical risk, market sentiment, and regional stocks: asymmetric analyses of the EU sectors |
0 |
1 |
4 |
7 |
0 |
9 |
44 |
66 |
| Emerging market debt and the COVID‐19 pandemic: A time–frequency analysis of spreads and total returns dynamics |
0 |
0 |
0 |
6 |
0 |
3 |
19 |
30 |
| Emerging markets financial sector debt: A Markov‐switching study of interest rate sensitivity |
0 |
0 |
0 |
2 |
1 |
1 |
11 |
21 |
| Energy transition metals and global sentiment: Evidence from extreme quantiles |
0 |
1 |
2 |
4 |
2 |
4 |
29 |
38 |
| Energy, metals, market uncertainties, and ESG stocks: Analysing predictability and safe havens |
1 |
1 |
1 |
1 |
3 |
6 |
23 |
34 |
| Excess liquidity premia of single-name CDS vs iTraxx/CDX spreads: 2007-2017 |
0 |
0 |
0 |
15 |
0 |
3 |
16 |
87 |
| Extreme connectedness between NFTs and US equity market: A sectoral analysis |
0 |
0 |
0 |
0 |
0 |
1 |
12 |
16 |
| Extreme connectedness between cryptocurrencies and non-fungible tokens: portfolio implications |
0 |
0 |
0 |
2 |
1 |
3 |
13 |
20 |
| Faith-based investments and the Covid-19 pandemic: Analyzing equity volatility and media coverage time-frequency relations |
0 |
1 |
2 |
9 |
0 |
1 |
17 |
38 |
| Flights-to-and-from-Quality with Islamic and Conventional Bonds in the COVID-19 Pandemic Era: ICEEMDAN-Based Transfer Entropy |
0 |
0 |
2 |
3 |
0 |
0 |
11 |
24 |
| Flights-to-quality from EM Bonds to safe-haven US Treasury Securities: A time-frequency Analysis |
0 |
0 |
5 |
11 |
0 |
6 |
34 |
45 |
| Food, energy, and water nexus: A study on interconnectedness and trade-offs |
0 |
1 |
1 |
5 |
1 |
5 |
21 |
31 |
| Food, harvesting and interest rate nexus: Quantile investigation about dependencies and spillover |
0 |
0 |
0 |
0 |
0 |
1 |
22 |
22 |
| For whom does it pay to be a moral capitalist? Sustainability of corporate financial performance of ESG investment |
0 |
0 |
0 |
0 |
0 |
1 |
10 |
11 |
| Frequency connectedness between DeFi and cryptocurrency markets |
0 |
0 |
3 |
8 |
0 |
6 |
41 |
62 |
| Governed by the cycle: interest rate sensitivity of emerging market corporate debt |
0 |
0 |
0 |
5 |
0 |
0 |
11 |
31 |
| Hedge and safe-haven attributes of faith-based stocks vis-à-vis cryptocurrency environmental attention: a multi-scale quantile regression analysis |
0 |
0 |
0 |
0 |
0 |
2 |
11 |
15 |
| Historical Interest Rate Sensitivity of Emerging Market Sovereign Debt: Evidence of Regime Dependent Behavior |
0 |
0 |
0 |
6 |
1 |
2 |
13 |
73 |
| How to estimate expected credit losses – ECL – for provisioning under IFRS 9 |
2 |
4 |
22 |
51 |
5 |
18 |
85 |
150 |
| IFRS 9 compliant economic adjustment of expected credit loss modeling |
1 |
1 |
7 |
10 |
1 |
3 |
18 |
21 |
| Illiquidity, Uncertainty Indices, and COVID-19 Outbreak Conditions: Empirical Evidence from the US Financial Market |
0 |
0 |
0 |
0 |
0 |
0 |
3 |
3 |
| Impact of the Covid-19 induced panic on the Environmental, Social and Governance leaders equity volatility: A time-frequency analysis |
0 |
0 |
0 |
5 |
1 |
5 |
16 |
35 |
| Impacts of COVID-19 on dynamic return and volatility spillovers between rare earth metals and renewable energy stock markets |
0 |
0 |
0 |
3 |
0 |
1 |
38 |
53 |
| Influence of unconventional monetary policy on agricultural commodities futures: network connectedness and dynamic spillovers of returns and volatility |
0 |
1 |
2 |
6 |
0 |
1 |
14 |
22 |
| Interconnectivity among cryptocurrencies, NFTs, and DeFi: Evidence from the Russia-Ukraine conflict |
0 |
0 |
0 |
3 |
1 |
2 |
14 |
32 |
| Interest rate, liquidity, and sovereign risk: derivative-based VaR |
0 |
0 |
2 |
14 |
0 |
1 |
21 |
58 |
| International transmission of shocks and African forex markets |
0 |
0 |
0 |
2 |
1 |
1 |
10 |
19 |
| Is there a nexus between NFT, DeFi and carbon allowances during extreme events? |
0 |
0 |
3 |
4 |
1 |
2 |
10 |
12 |
| Linkages between DeFi assets and conventional currencies: Evidence from the COVID-19 pandemic |
0 |
0 |
0 |
11 |
2 |
3 |
11 |
46 |
| Lower reversal limit of the European Central Bank deposit rate and sustainability of traditional banking business model |
0 |
0 |
1 |
6 |
0 |
0 |
9 |
20 |
| Media sentiment and short stocks performance during a systemic crisis |
0 |
0 |
1 |
13 |
0 |
1 |
11 |
39 |
| Perception and Drivers of Financial Constraints for the Sustainable Development |
0 |
0 |
0 |
1 |
1 |
1 |
4 |
27 |
| Quantile connectedness and network among Green bonds, Renewable Energy, and G7 sustainability markets |
0 |
0 |
1 |
1 |
0 |
0 |
16 |
20 |
| Reputational contagion from the Silicon Valley Bank debacle |
0 |
0 |
1 |
3 |
1 |
4 |
34 |
47 |
| Rethinking economic capital management through the integrated derivative-based treatment of interest rate and credit risk |
0 |
0 |
0 |
11 |
0 |
0 |
15 |
71 |
| Return and volatility spillovers between non-fungible tokens and conventional currencies: evidence from the TVP-VAR model |
0 |
0 |
0 |
2 |
1 |
2 |
8 |
16 |
| Return and volatility transmission between emerging markets and US debt throughout the pandemic crisis |
0 |
0 |
0 |
11 |
0 |
1 |
20 |
67 |
| Return and volatility transmission between oil price shocks and agricultural commodities |
0 |
0 |
0 |
4 |
0 |
1 |
11 |
27 |
| Returns and volatility connectedness among the Eurozone equity markets |
0 |
0 |
5 |
7 |
0 |
4 |
45 |
50 |
| Risk transmission between oil price shocks and major equity indices across bull and bear markets over various time horizons |
0 |
0 |
0 |
2 |
2 |
9 |
32 |
36 |
| Social sentiment and exchange-specific liquidity at a Eurasian stock exchange outside of US market hours |
0 |
0 |
0 |
1 |
0 |
1 |
7 |
17 |
| Spillover and connectedness among G7 real estate investment trusts: The effects of investor sentiment and global factors |
0 |
0 |
3 |
8 |
2 |
4 |
42 |
80 |
| Spillover and risk transmission between the term structure of the US interest rates and Islamic equities |
0 |
0 |
1 |
10 |
1 |
1 |
18 |
46 |
| Spillovers and hedging effectiveness between islamic cryptocurrency and metal markets: Evidence from the COVID-19 outbreak |
0 |
0 |
0 |
3 |
0 |
2 |
22 |
29 |
| Spillovers and hedging effectiveness between oil and US equity sectors: Evidence from the COVID pre- and post-vaccination phases |
0 |
0 |
1 |
2 |
0 |
0 |
11 |
13 |
| Spillovers from stock markets to currency markets: Evidence from Copula-CoVar with time-varying higher moments |
0 |
0 |
0 |
2 |
0 |
1 |
4 |
7 |
| Stablecoins as the cornerstone in the linkage between the digital and conventional financial markets |
0 |
2 |
4 |
7 |
1 |
3 |
22 |
36 |
| Sukuk liquidity and creditworthiness during COVID-19 |
0 |
1 |
5 |
8 |
1 |
6 |
29 |
34 |
| Switching interest rate sensitivity regimes of U.S. Corporates |
0 |
0 |
1 |
5 |
0 |
1 |
13 |
29 |
| Systemic risk in the Angolan interbank payment system – a network approach |
0 |
0 |
1 |
4 |
0 |
1 |
16 |
37 |
| Tail spillover effects between cryptocurrencies and uncertainty in the gold, oil, and stock markets |
0 |
0 |
2 |
5 |
0 |
7 |
28 |
51 |
| The Dynamic Relationship between Macroeconomy and Stock Market in China: Evidence from Bayesian Network |
0 |
0 |
0 |
1 |
1 |
2 |
8 |
16 |
| The Multifaceted Sustainable Development and Export Intensity of Emerging Market Firms under Financial Constraints: The Role of ESG and Innovative Activity |
0 |
0 |
0 |
5 |
0 |
1 |
29 |
47 |
| The impact of COVID-19 on gold seasonality |
1 |
1 |
1 |
10 |
1 |
2 |
18 |
36 |
| The impact of Covid-19 on commodity markets volatility: Analyzing time-frequency relations between commodity prices and coronavirus panic levels |
0 |
0 |
2 |
17 |
1 |
2 |
19 |
75 |
| The impact of Covid-19 on liquidity of emerging market bonds |
0 |
0 |
3 |
11 |
2 |
3 |
24 |
67 |
| The impact of the Covid-19 related media coverage upon the five major developing markets |
0 |
0 |
0 |
0 |
1 |
3 |
9 |
12 |
| The relationship between the Covid-19 media coverage and the Environmental, Social and Governance leaders equity volatility: a time-frequency wavelet analysis |
0 |
0 |
2 |
25 |
0 |
1 |
11 |
56 |
| The resilience of Shariah-compliant investments: Probing the static and dynamic connectedness between gold-backed cryptocurrencies and GCC equity markets |
0 |
0 |
5 |
6 |
1 |
5 |
61 |
73 |
| Time-frequency comovements between environmental cryptocurrency sentiment and faith-based sectoral stocks |
0 |
0 |
1 |
5 |
0 |
2 |
11 |
21 |
| Typology for flight-to-quality episodes and downside risk measurement |
0 |
0 |
0 |
8 |
1 |
3 |
9 |
63 |
| Unveiling dynamics: Financial performance determinants in the Ghanaian insurance industry |
0 |
0 |
3 |
4 |
3 |
6 |
32 |
37 |
| Weight of the Default Component of CDS Spreads: Avoiding Procyclicality in Credit Loss Provisioning Framework |
0 |
0 |
0 |
6 |
0 |
0 |
6 |
21 |
| When giants fall: Tracing the ripple effects of Silicon Valley Bank (SVB) collapse on global financial markets |
0 |
0 |
3 |
14 |
1 |
4 |
34 |
71 |
| When you need them, they are not there: hedge capacities of cryptocurrencies disappear in downtrend markets |
0 |
0 |
1 |
2 |
1 |
4 |
19 |
24 |
| Total Journal Articles |
8 |
24 |
151 |
779 |
67 |
242 |
1,881 |
4,055 |
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