| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A wavelet-based copula approach for modeling market risk in agricultural commodity markets |
0 |
1 |
2 |
182 |
1 |
4 |
9 |
646 |
| Analyst Earnings Forecasts, Individual Investors’Expectations and Trading Volume: An Experimental Approach |
0 |
0 |
0 |
3 |
0 |
1 |
4 |
24 |
| Are Stock Prices Related to Political Uncertainty Index in OECD Countries? Evidence from Bootstrap Panel Causality Test |
0 |
0 |
0 |
21 |
0 |
0 |
26 |
76 |
| Are Stock Prices Related to Political Uncertainty Index in OECD Countries? Evidence from Bootstrap Panel Causality Test |
0 |
0 |
0 |
28 |
1 |
1 |
19 |
182 |
| Assessing the effects of unconventional monetary policy on pension funds risk incentives |
0 |
0 |
1 |
38 |
0 |
0 |
10 |
46 |
| Assessing the efficiency of the MENA emerging stock markets: A sectoral perspective |
0 |
0 |
0 |
6 |
1 |
1 |
4 |
32 |
| Asset Classes and Portfolio Diversification: Evidence from a Stochastic Spanning Approach |
1 |
7 |
7 |
7 |
6 |
9 |
9 |
9 |
| Asymmetric and nonlinear pass-through of crude oil prices to gasoline and natural gas prices |
0 |
0 |
3 |
73 |
1 |
7 |
20 |
125 |
| Asymmetric and nonlinear pass-through of energy prices to CO2 emission allowance prices |
0 |
0 |
2 |
58 |
3 |
6 |
20 |
142 |
| Asymmetric and nonlinear passthrough of energy prices to CO2 emission allowance prices |
0 |
1 |
3 |
30 |
0 |
1 |
7 |
52 |
| Black Swan Events and Safe Havens: The role of Gold in Globally Integrated Emerging Markets |
0 |
2 |
3 |
27 |
0 |
3 |
13 |
84 |
| Broker Network Connectivity and the Cross-Section of Expected Stock Returns |
0 |
0 |
0 |
0 |
3 |
3 |
3 |
3 |
| Business Cycle (De)Synchronization in the Aftermath of the Global Financial Crisis: Implications for the Euro Area |
0 |
0 |
1 |
117 |
0 |
1 |
7 |
122 |
| Can Economic Uncertainty, Financial Stress and Consumer Senti-ments Predict U.S. Equity Premium? |
0 |
1 |
1 |
92 |
0 |
2 |
7 |
83 |
| Can Economic Uncertainty, Financial Stress and Consumer Sentiments Predict U.S. Equity Premium? |
0 |
0 |
0 |
34 |
5 |
10 |
29 |
214 |
| Can Economic Uncertainty, Financial Stress and Consumer Sentiments Predict U.S. Equity Premium? |
0 |
0 |
0 |
13 |
0 |
1 |
11 |
43 |
| Carbon emissions - income relationships with structural breaks: the case of the Middle East and North African countries |
0 |
0 |
1 |
53 |
1 |
1 |
8 |
133 |
| Causal Effects of the United States and Japan on Pacific-Rim Stock Markets: Nonparametric Quantile Causality Approach |
0 |
0 |
0 |
14 |
0 |
5 |
20 |
89 |
| Causal interactions between CO2 emissions, FDI, and economic growth: Evidence from dynamic simultaneous-equation models |
1 |
2 |
4 |
23 |
1 |
3 |
37 |
99 |
| China’s Monetary Policy and Commodity Prices |
5 |
8 |
9 |
140 |
5 |
10 |
20 |
220 |
| Cojumps and Asset Allocation in International Equity Markets |
0 |
0 |
1 |
10 |
1 |
4 |
12 |
34 |
| Cojumps and asset allocation in international equity markets |
0 |
0 |
0 |
0 |
1 |
3 |
16 |
29 |
| Corporate performance of privatized firms in Vietnam |
0 |
0 |
0 |
19 |
0 |
0 |
2 |
42 |
| Dependence and extreme dependence of crude oil and natural gas prices with applications to risk management |
0 |
1 |
1 |
95 |
1 |
2 |
10 |
178 |
| Diversification benefits and strategic portfolio allocation across asset classes: The case of the US markets |
0 |
1 |
6 |
77 |
1 |
2 |
18 |
231 |
| Do global factors impact BRICS stock markets? A quantile regression approach |
0 |
2 |
11 |
122 |
3 |
7 |
43 |
325 |
| Does Board Gender Diversity Improve the Performance of French Listed Firms? |
0 |
0 |
0 |
0 |
1 |
2 |
6 |
52 |
| Does Board Gender Diversity Make a Difference - New Evidence from Quantile Regression Analysis |
0 |
0 |
0 |
0 |
0 |
0 |
5 |
31 |
| Does Board Gender Diversity Make a Difference? New Evidence from Quantile Regression Analysis |
0 |
0 |
0 |
73 |
0 |
2 |
11 |
139 |
| Does Macroeconomic Transparency Help Governments Be Solvent? Evidence from Recent Data |
1 |
1 |
1 |
41 |
3 |
4 |
8 |
206 |
| Does the Glass Ceiling Exist? A Longitudinal Study of Women’s Progress on French Corporate Boards |
0 |
0 |
1 |
29 |
1 |
3 |
6 |
89 |
| Does the board of directors affect cash holdings? A study of French listed firms |
0 |
0 |
0 |
0 |
2 |
3 |
9 |
36 |
| Dynamic connectedness of global currencies: a conditional Granger-causality approach |
0 |
0 |
1 |
22 |
3 |
6 |
20 |
61 |
| Dynamic dependence and extreme risk comovement: The case of oil prices and exchange rates |
0 |
0 |
12 |
12 |
1 |
1 |
16 |
16 |
| Dynamic global linkages of the BRICS stock markets with the U.S. and Europe under external crisis shocks: Implications for portfolio risk forecasting |
0 |
0 |
0 |
6 |
0 |
2 |
13 |
64 |
| Dynamic spillovers among major energy and cereal commodity prices |
0 |
2 |
4 |
47 |
2 |
4 |
21 |
140 |
| Endogenous Financial Uncertainty and Macroeconomic Volatility: Evidence from the United States |
1 |
3 |
10 |
10 |
5 |
8 |
15 |
15 |
| Energy Challenges in an Uncertain World |
0 |
0 |
0 |
0 |
1 |
1 |
10 |
16 |
| Energy and environment: Transition models and new policy challenges in the post Paris Agreement |
0 |
0 |
1 |
1 |
0 |
3 |
16 |
22 |
| Energy markets׳ financialization, risk spillovers, and pricing models |
0 |
0 |
1 |
1 |
1 |
3 |
22 |
68 |
| Energy prices and CO2 emission allowance prices: A quantile regression approach |
0 |
0 |
2 |
65 |
1 |
3 |
17 |
147 |
| Energy prices and CO2 emission allowance prices: A quantile regression approach |
0 |
0 |
2 |
43 |
3 |
6 |
20 |
108 |
| Environmental Hazards and Risk Management in the Financial Sector: A Systematic Literature Review |
0 |
1 |
10 |
39 |
2 |
4 |
29 |
40 |
| Exchange rate movements and stock market returns in a regime-switching environment: Evidence for BRICS countries |
1 |
2 |
5 |
83 |
2 |
6 |
13 |
204 |
| Fiscal Policy Interventions at the Zero Lower Bound |
1 |
2 |
2 |
26 |
1 |
3 |
11 |
41 |
| Forecasting the Conditional Volatility of Spot and Futures Oil Prices with Structural Breaks and Long Memory Models |
0 |
0 |
0 |
0 |
0 |
1 |
4 |
20 |
| Forecasting the conditional volatility of oil spot and futures prices with structural breaks and long memory models |
0 |
0 |
0 |
0 |
0 |
0 |
8 |
44 |
| Forecasting the conditional volatility of oil spot and futures prices with structural breaks and long memory models |
0 |
0 |
2 |
51 |
1 |
1 |
16 |
176 |
| Forecasting the conditional volatility of oil spot and futures prices with structural breaks and long memory models |
0 |
0 |
0 |
66 |
1 |
1 |
17 |
260 |
| Global Financial Crisis, Extreme Interdependences, and Contagion E§ects: The Role of Economic Structure |
0 |
0 |
2 |
128 |
1 |
3 |
14 |
442 |
| Global financial crisis and dependence risk analysis of sector portfolios: a vine copula approach |
0 |
0 |
1 |
35 |
1 |
4 |
19 |
96 |
| Global financial crisis, liquidity pressure in stock markets and efficiency of central bank interventions |
0 |
0 |
0 |
76 |
1 |
1 |
7 |
228 |
| Handbook of Energy Finance |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
11 |
| Handbook of Energy Finance |
0 |
0 |
0 |
0 |
1 |
1 |
3 |
14 |
| How strong are the causal relationships between Islamic stock markets and conventional financial systems? Evidence from linear and nonlinear tests |
0 |
0 |
3 |
10 |
0 |
0 |
11 |
39 |
| How strong is the global integration of emerging market regions? An empirical assessment |
0 |
0 |
1 |
118 |
2 |
3 |
9 |
278 |
| Information Diffusion, Cluster formation and Entropy-based Network Dynamics in Equity and Commodity Markets |
0 |
0 |
2 |
41 |
1 |
7 |
14 |
96 |
| Long memory and asymmetry in the volatility of commodity markets and Basel Accord: choosing between models |
0 |
0 |
0 |
3 |
0 |
0 |
0 |
15 |
| Long memory and structural breaks in modeling the return and volatility dynamics of precious metals |
0 |
0 |
0 |
46 |
1 |
2 |
14 |
134 |
| Modeling and Forecasting Commodity Market Volatility with Long-term Economic and Financial Variables |
1 |
2 |
7 |
22 |
3 |
10 |
28 |
96 |
| Modeling and forecasting commodity market volatility with long-term economic and financial variables |
2 |
2 |
7 |
36 |
2 |
3 |
27 |
84 |
| Modeling inflation shifts and persistence in Tunisia: Perspectives from an evolutionary spectral approach |
0 |
0 |
0 |
37 |
0 |
3 |
11 |
47 |
| Modeling nonlinear and heterogeneous dynamic linkages in international monetary markets |
0 |
0 |
0 |
68 |
0 |
1 |
9 |
183 |
| Modelling Inflation Shifts and Persistence in Tunisia: Perspective from an Evolutionary spectral approach |
0 |
0 |
0 |
42 |
1 |
4 |
9 |
162 |
| Multivariate dependence and portfolio optimization algorithms under illiquid market scenarios |
0 |
0 |
0 |
7 |
0 |
0 |
7 |
17 |
| Nonlinearities in carbon spot-futures price relationships during Phase II of the EU ETS |
0 |
0 |
0 |
0 |
1 |
2 |
11 |
26 |
| Oil Prices, Stock Markets and Portfolio Investment: Evidence from Sector Analysis in Europe over the Last Decade |
2 |
2 |
3 |
85 |
3 |
3 |
12 |
268 |
| Oil prices and MENA stock markets:New evidence from nonlinear and asymmetric causalities during and after the crisis period |
0 |
0 |
2 |
19 |
0 |
0 |
14 |
51 |
| On the Effects of Monetary Policy in Vietnam: Evidence from a Trilemma Analysis |
0 |
1 |
8 |
8 |
4 |
7 |
15 |
15 |
| On the Efficiency of Foreign Exchange Markets in times of the COVID-19 Pandemic |
3 |
14 |
22 |
22 |
31 |
55 |
68 |
68 |
| On the detection of extreme movements and persistent behavior in Mediterranean stock markets: a wavelet-based approach |
0 |
0 |
1 |
22 |
0 |
1 |
5 |
75 |
| On the efficiency of foreign exchange markets in times of the COVID-19 pandemic |
0 |
0 |
0 |
0 |
3 |
11 |
11 |
11 |
| On the relationship between world oil prices and GCC stock markets |
0 |
0 |
1 |
60 |
0 |
2 |
5 |
116 |
| On the short- and long-run efficiency of energy and precious metal markets |
0 |
0 |
0 |
37 |
1 |
2 |
13 |
225 |
| Policy uncertainty and performance characteristics of sustainable investments across regions around the global financial crisis |
0 |
2 |
3 |
72 |
1 |
4 |
19 |
143 |
| Regional integration of stock markets in Southeast Europe |
0 |
0 |
0 |
4 |
1 |
2 |
8 |
23 |
| Responses of international stock markets to oil price surges: a regimeswitching perspective |
0 |
0 |
1 |
11 |
1 |
1 |
10 |
36 |
| Return and volatility transmission between world oil prices and stock markets of the GCC countries |
0 |
0 |
3 |
26 |
0 |
2 |
19 |
113 |
| Risk Spillovers across the Energy and Carbon Markets and Hedging Strategies for Carbon Risk |
0 |
0 |
3 |
31 |
2 |
4 |
50 |
190 |
| Short-Term Overreaction to Specific Events: Evidence from an Emerging Market |
0 |
0 |
0 |
0 |
1 |
3 |
8 |
34 |
| Stranded Asset Risk and Political Uncertainty: The Impact of the Coal Phase-out on the German Coal Industry |
0 |
1 |
18 |
18 |
1 |
5 |
11 |
11 |
| Synchronization and nonlinear interdependence of short-term interest rates |
0 |
0 |
0 |
21 |
0 |
0 |
3 |
75 |
| THE COMOVEMENTS IN INTERNATIONAL STOCK MARKETS: NEW EVIDENCE FROM LATIN AMERICAN EMERGING COUNTRIES |
0 |
0 |
0 |
59 |
1 |
4 |
8 |
173 |
| Testing for Structural Breaks and Dynamic Changes in Emerging Market Volatility |
0 |
0 |
1 |
89 |
0 |
0 |
7 |
256 |
| Testing the relationships between energy consumption and income in G7 countries with nonlinear causality tests |
0 |
1 |
1 |
36 |
1 |
2 |
2 |
87 |
| The Comovements in International Stock Markets: New Evidence from Latin American Emerging Countries |
0 |
0 |
0 |
216 |
0 |
0 |
10 |
682 |
| The Drivers of Economic Growth in China and India: Globalization or Financial Development? |
1 |
1 |
5 |
98 |
3 |
7 |
35 |
181 |
| The role of trade openness and investment in examining the energy-growth-pollution nexus: Empirical evidence for China and India |
0 |
0 |
1 |
41 |
0 |
2 |
7 |
87 |
| The short- and long-term performance of privatization initial public offerings in Europe |
0 |
0 |
0 |
23 |
1 |
3 |
19 |
108 |
| Time-scale comovement between the Indian and world stock markets |
0 |
0 |
0 |
21 |
0 |
4 |
10 |
63 |
| Time-varying Predictability in Crude Oil Markets: The Case of GCC Countries |
0 |
0 |
0 |
42 |
1 |
1 |
21 |
257 |
| US Monetary Policy and Commodity Sector Prices |
1 |
2 |
2 |
59 |
2 |
8 |
15 |
172 |
| Understanding return and volatility spillovers among major agricultural commodities |
1 |
1 |
2 |
44 |
1 |
1 |
7 |
81 |
| Volatility forecasting and risk management for commodity markets in the presence of asymmetry and long memory |
0 |
0 |
0 |
36 |
2 |
2 |
12 |
102 |
| Volatility forecasting and risk management for commodity markets in the presence of asymmetry and long memory |
0 |
0 |
1 |
32 |
1 |
2 |
10 |
115 |
| What can we tell about monetary policy synchronization and interdependence over the 2007-2009 global financial crisis? |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
1 |
| What can we tell about monetary policy synchronization and interdependence over the 2007-2009 global financial crisis? |
0 |
0 |
0 |
29 |
0 |
1 |
11 |
132 |
| What can we tell about monetary policy synchronization and interdependence over the 2007-2009 global financial crisis? |
0 |
0 |
0 |
0 |
1 |
3 |
9 |
29 |
| What explains the short |
0 |
0 |
0 |
11 |
0 |
0 |
3 |
37 |
| What explains the short-term dynamics of the prices of CO2 emissions? |
1 |
1 |
2 |
39 |
3 |
4 |
16 |
112 |
| World gold prices and stock returns in China: insights for hedging and diversification strategies |
0 |
0 |
2 |
61 |
1 |
5 |
21 |
188 |
| World gold prices and stock returns in China: insights for hedging and diversification strategies |
0 |
1 |
5 |
100 |
1 |
4 |
24 |
307 |
| Total Working Papers |
23 |
68 |
220 |
4,038 |
149 |
354 |
1,411 |
11,850 |
| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A conditional dependence approach to CO2-energy price relationships |
0 |
0 |
6 |
10 |
0 |
2 |
16 |
29 |
| A robust analysis of the relationship between renewable energy consumption and its main drivers |
0 |
1 |
3 |
31 |
2 |
4 |
10 |
79 |
| A tale of two risks in the EMU sovereign debt markets |
0 |
0 |
0 |
2 |
2 |
3 |
12 |
26 |
| A time-varying copula approach to oil and stock market dependence: The case of transition economies |
1 |
2 |
10 |
125 |
4 |
12 |
55 |
422 |
| A wavelet-based nonlinear ARDL model for assessing the exchange rate pass-through to crude oil prices |
1 |
5 |
21 |
157 |
3 |
9 |
43 |
367 |
| An empirical analysis of energy cost pass-through to CO2 emission prices |
0 |
0 |
0 |
30 |
0 |
0 |
6 |
129 |
| An empirical analysis of structural changes in emerging market volatility |
0 |
0 |
0 |
16 |
0 |
0 |
6 |
73 |
| An international CAPM for partially integrated markets: Theory and empirical evidence |
1 |
1 |
2 |
50 |
6 |
8 |
31 |
227 |
| Analyst Earnings Forecasts, Individual Investors’Expectations and Trading Volume: An Experimental Approach |
0 |
0 |
1 |
15 |
0 |
0 |
3 |
74 |
| Are Sharia stocks, gold and U.S. Treasury hedges and/or safe havens for the oil-based GCC markets? |
0 |
2 |
9 |
25 |
0 |
4 |
17 |
86 |
| Are stock prices related to the political uncertainty index in OECD countries? Evidence from the bootstrap panel causality test |
1 |
2 |
4 |
13 |
1 |
4 |
21 |
78 |
| Assessing the effects of unconventional monetary policy and low interest rates on pension fund risk incentives |
0 |
0 |
3 |
19 |
0 |
0 |
16 |
78 |
| Assessing the impacts of oil price fluctuations on stock returns in emerging markets |
1 |
3 |
11 |
108 |
3 |
12 |
27 |
312 |
| Asymmetric Linkages between BRICS Stock Returns and Country Risk Ratings: Evidence from Dynamic Panel Threshold Models |
0 |
0 |
2 |
12 |
0 |
0 |
15 |
59 |
| Asymmetric and nonlinear pass-through of crude oil prices to gasoline and natural gas prices |
0 |
0 |
3 |
61 |
1 |
2 |
26 |
324 |
| Asymmetric effects and long memory in dynamic volatility relationships between stock returns and exchange rates |
0 |
2 |
8 |
40 |
0 |
2 |
21 |
145 |
| Black swan events and safe havens: The role of gold in globally integrated emerging markets |
0 |
2 |
4 |
16 |
1 |
7 |
26 |
108 |
| Business cycle (de)synchronization in the aftermath of the global financial crisis: implications for the Euro area |
1 |
3 |
6 |
41 |
4 |
8 |
23 |
122 |
| Can economic uncertainty, financial stress and consumer sentiments predict U.S. equity premium? |
0 |
0 |
2 |
12 |
1 |
2 |
16 |
78 |
| Can investors of Chinese energy stocks benefit from diversification into commodity futures? |
0 |
0 |
0 |
6 |
0 |
1 |
10 |
43 |
| Causal effects of the United States and Japan on Pacific-Rim stock markets: nonparametric quantile causality approach |
0 |
0 |
0 |
5 |
1 |
5 |
14 |
38 |
| Causal interactions between CO2 emissions, FDI, and economic growth: Evidence from dynamic simultaneous-equation models |
1 |
5 |
18 |
147 |
7 |
16 |
77 |
528 |
| Cojumps and asset allocation in international equity markets |
0 |
0 |
2 |
8 |
2 |
3 |
20 |
50 |
| Conditional dependence structure between oil prices and exchange rates: A copula-GARCH approach |
0 |
1 |
6 |
207 |
2 |
9 |
44 |
545 |
| Dependence and extreme dependence of crude oil and natural gas prices with applications to risk management |
0 |
0 |
0 |
59 |
0 |
3 |
13 |
229 |
| Dependence of stock and commodity futures markets in China: Implications for portfolio investment |
0 |
0 |
2 |
31 |
2 |
5 |
20 |
121 |
| Do global factors impact BRICS stock markets? A quantile regression approach |
0 |
4 |
10 |
69 |
8 |
19 |
54 |
279 |
| Do liquidity and idiosyncratic risk matter? Evidence from the European mutual fund market |
1 |
2 |
2 |
7 |
2 |
7 |
19 |
57 |
| Does financing behavior of Tunisian firms follow the predictions of the market timing theory of capital structure? |
0 |
0 |
0 |
102 |
3 |
4 |
17 |
302 |
| Dynamic Global Linkages of the BRICS Stock Markets with the United States and Europe Under External Crisis Shocks: Implications for Portfolio Risk Forecasting |
3 |
3 |
4 |
6 |
3 |
3 |
16 |
49 |
| Dynamic convergence of commodity futures: Not all types of commodities are alike |
0 |
0 |
0 |
21 |
2 |
4 |
12 |
81 |
| Dynamic dependence of the global Islamic equity index with global conventional equity market indices and risk factors |
0 |
0 |
4 |
20 |
1 |
5 |
26 |
116 |
| Dynamic integration and network structure of the EMU sovereign bond markets |
0 |
2 |
3 |
3 |
1 |
7 |
18 |
20 |
| Dynamic spillovers among major energy and cereal commodity prices |
1 |
3 |
7 |
46 |
2 |
6 |
17 |
174 |
| Dynamic volatility spillover effects between oil and agricultural products |
0 |
0 |
0 |
0 |
0 |
5 |
8 |
8 |
| Energy conservation policies, growth and trade performance: Evidence of feedback hypothesis in Pakistan |
1 |
1 |
2 |
24 |
2 |
7 |
20 |
123 |
| Energy prices and CO2 emission allowance prices: A quantile regression approach |
0 |
0 |
4 |
31 |
1 |
5 |
17 |
125 |
| Enterprise risk management and solvency: The case of the listed EU insurers |
1 |
4 |
9 |
9 |
3 |
7 |
25 |
25 |
| Estimating and forecasting portfolio’s Value-at-Risk with wavelet-based extreme value theory: Evidence from crude oil prices and US exchange rates |
0 |
1 |
2 |
7 |
0 |
1 |
8 |
40 |
| Exchange rate movements and stock market returns in a regime-switching environment: Evidence for BRICS countries |
1 |
4 |
13 |
105 |
2 |
9 |
40 |
382 |
| Financial development, government bond returns, and stability: International evidence |
1 |
3 |
7 |
10 |
3 |
7 |
33 |
54 |
| Financial linkages between US sector credit default swaps markets |
0 |
0 |
0 |
12 |
0 |
0 |
7 |
75 |
| Fiscal policy interventions at the zero lower bound |
1 |
1 |
7 |
21 |
5 |
8 |
48 |
121 |
| Forecasting the conditional volatility of oil spot and futures prices with structural breaks and long memory models |
0 |
0 |
2 |
38 |
2 |
4 |
15 |
189 |
| Further evidence on the determinants of regional stock market integration in Latin America |
0 |
0 |
4 |
21 |
2 |
2 |
13 |
91 |
| Global financial crisis and dependence risk analysis of sector portfolios: a vine copula approach |
0 |
0 |
0 |
1 |
0 |
1 |
7 |
30 |
| Global financial crisis and spillover effects among the U.S. and BRICS stock markets |
0 |
2 |
7 |
32 |
5 |
8 |
36 |
168 |
| Global financial crisis, extreme interdependences, and contagion effects: The role of economic structure? |
2 |
7 |
17 |
278 |
3 |
22 |
69 |
868 |
| Global financial crisis, liquidity pressure in stock markets and efficiency of central bank interventions |
0 |
0 |
0 |
43 |
2 |
4 |
20 |
223 |
| Governance issues in business and finance in the wake of the global financial crisis |
0 |
0 |
0 |
6 |
0 |
0 |
6 |
25 |
| How strong are the causal relationships between Islamic stock markets and conventional financial systems? Evidence from linear and nonlinear tests |
0 |
3 |
13 |
115 |
3 |
11 |
56 |
429 |
| How strong is the global integration of emerging market regions? An empirical assessment |
0 |
0 |
0 |
17 |
1 |
2 |
7 |
80 |
| Impact of speculation and economic uncertainty on commodity markets |
0 |
0 |
5 |
46 |
0 |
4 |
33 |
180 |
| Information diffusion, cluster formation and entropy-based network dynamics in equity and commodity markets |
0 |
1 |
2 |
22 |
2 |
5 |
13 |
83 |
| Information technology sector and equity markets: an empirical investigation |
0 |
0 |
0 |
4 |
0 |
1 |
1 |
48 |
| Instabilities in the relationships and hedging strategies between crude oil and US stock markets: Do long memory and asymmetry matter? |
0 |
0 |
1 |
20 |
0 |
3 |
14 |
105 |
| Liquidity risk and the covered bond market in times of crisis: empirical evidence from Germany |
0 |
1 |
4 |
5 |
4 |
10 |
24 |
26 |
| Long memory and structural breaks in modeling the return and volatility dynamics of precious metals |
0 |
0 |
2 |
53 |
0 |
2 |
15 |
226 |
| MODELING NONLINEAR AND HETEROGENEOUS DYNAMIC LINKS IN INTERNATIONAL MONETARY MARKETS |
0 |
0 |
0 |
13 |
0 |
0 |
2 |
64 |
| Market integration and financial linkages among stock markets in Pacific Basin countries |
0 |
0 |
3 |
23 |
1 |
2 |
21 |
91 |
| Modeling and forecasting commodity market volatility with long‐term economic and financial variables |
1 |
1 |
2 |
2 |
4 |
7 |
12 |
12 |
| Modeling the volatility of Mediterranean stock markets: a regime-switching approach |
0 |
0 |
4 |
127 |
0 |
1 |
14 |
309 |
| More on corporate diversification, firm size and value creation |
0 |
0 |
5 |
40 |
1 |
2 |
17 |
172 |
| Multivariate dependence and portfolio optimization algorithms under illiquid market scenarios |
0 |
0 |
2 |
4 |
0 |
2 |
14 |
40 |
| Multivariate dependence risk and portfolio optimization: An application to mining stock portfolios |
0 |
1 |
1 |
10 |
1 |
4 |
13 |
67 |
| Nonlinear modeling of oil and stock price dynamics: segmentation or time-varying integration? |
0 |
0 |
0 |
31 |
0 |
0 |
2 |
116 |
| Nonlinearities in carbon spot-futures price relationships during Phase II of the EU ETS |
0 |
0 |
1 |
15 |
1 |
2 |
12 |
107 |
| Oil prices and MENA stock markets: new evidence from nonlinear and asymmetric causalities during and after the crisis period |
0 |
0 |
1 |
32 |
0 |
0 |
6 |
156 |
| Oil prices, stock markets and portfolio investment: Evidence from sector analysis in Europe over the last decade |
3 |
4 |
17 |
122 |
9 |
12 |
73 |
463 |
| Oil-stock volatility transmission, portfolio selection and hedging |
0 |
0 |
0 |
66 |
1 |
1 |
4 |
171 |
| On the Relationship between World Oil Prices and GCC Stock Markets |
0 |
0 |
1 |
161 |
1 |
5 |
14 |
549 |
| On the detection of extreme movements and persistent behaviour in Mediterranean stock markets: a wavelet-based approach |
0 |
0 |
0 |
14 |
0 |
1 |
4 |
81 |
| On the determinants of renewable energy consumption: International evidence |
4 |
6 |
27 |
90 |
11 |
18 |
63 |
210 |
| On the efficiency of foreign exchange markets in times of the COVID-19 pandemic |
0 |
0 |
0 |
0 |
1 |
1 |
1 |
1 |
| On the impacts of oil price fluctuations on European equity markets: Volatility spillover and hedging effectiveness |
4 |
8 |
14 |
143 |
6 |
18 |
53 |
467 |
| On the relationships between CO2 emissions, energy consumption and income: The importance of time variation |
0 |
1 |
6 |
64 |
6 |
16 |
41 |
218 |
| On the robustness of week-day effect to error distributional assumption: International evidence |
0 |
0 |
0 |
6 |
0 |
1 |
7 |
36 |
| On the short- and long-run efficiency of energy and precious metal markets |
0 |
0 |
0 |
14 |
0 |
0 |
11 |
121 |
| On the time scale behavior of equity-commodity links: Implications for portfolio management |
0 |
0 |
3 |
13 |
0 |
2 |
15 |
70 |
| Policy uncertainty and performance characteristics of sustainable investments across regions around the global financial crisis |
0 |
0 |
1 |
24 |
1 |
3 |
20 |
90 |
| Reaching for yield and the diabolic loop in a monetary union |
0 |
1 |
1 |
1 |
2 |
6 |
6 |
6 |
| Real growth co-movements and business cycle synchronization in the GCC countries: Evidence from time-frequency analysis |
0 |
0 |
1 |
35 |
0 |
1 |
5 |
117 |
| Regulatory changes and long-run relationships of the EMU sovereign debt markets: Implications for future policy framework |
0 |
0 |
0 |
0 |
1 |
2 |
3 |
3 |
| Reprint of: Assessing the effects of unconventional monetary policy and low interest rates on pension fund risk incentives |
1 |
2 |
5 |
14 |
1 |
5 |
19 |
65 |
| Responses of international stock markets to oil price surges: a regime-switching perspective |
0 |
0 |
0 |
6 |
0 |
1 |
5 |
30 |
| Return and volatility transmission between world oil prices and stock markets of the GCC countries |
0 |
2 |
8 |
111 |
2 |
6 |
28 |
449 |
| Risk spillovers across the energy and carbon markets and hedging strategies for carbon risk |
0 |
0 |
0 |
16 |
1 |
3 |
13 |
81 |
| Short-term overreaction to specific events: Evidence from an emerging market |
2 |
2 |
4 |
15 |
3 |
4 |
11 |
66 |
| Sovereign bond market dependencies and crisis transmission around the eurozone debt crisis: a dynamic copula approach |
0 |
0 |
1 |
2 |
0 |
1 |
5 |
16 |
| Stock market integration in Mexico and Argentina: are short- and long-term considerations different? |
0 |
2 |
2 |
21 |
1 |
4 |
6 |
99 |
| Stock market liberalization, structural breaks and dynamic changes in emerging market volatility |
0 |
1 |
3 |
64 |
0 |
1 |
8 |
169 |
| Stock returns and oil price fluctuations: short and long-run analysis in the GCC context |
0 |
0 |
0 |
5 |
0 |
1 |
4 |
56 |
| Symposium Editorial: Recent issues in the analysis of energy prices |
0 |
0 |
0 |
2 |
0 |
0 |
7 |
19 |
| Testing for asymmetric causality between U.S. equity returns and commodity futures returns |
0 |
0 |
0 |
25 |
0 |
1 |
7 |
87 |
| Testing the relationships between energy consumption and income in G7 countries with nonlinear causality tests |
0 |
1 |
2 |
26 |
2 |
3 |
10 |
150 |
| The comovements in international stock markets: new evidence from Latin American emerging countries |
0 |
0 |
0 |
40 |
1 |
1 |
7 |
155 |
| The drivers of economic growth in China and India: globalization or financial development? |
1 |
1 |
2 |
11 |
4 |
5 |
24 |
76 |
| The global and regional factors in the volatility of emerging sovereign bond markets |
0 |
0 |
1 |
33 |
0 |
0 |
2 |
131 |
| The role of trade openness and investment in examining the energy-growth-pollution nexus: empirical evidence for China and India |
0 |
0 |
0 |
6 |
0 |
0 |
5 |
31 |
| The shifting dependence dynamics between the G7 stock markets |
0 |
0 |
1 |
5 |
1 |
1 |
4 |
22 |
| Time-varying characteristics of cross-market linkages with empirical application to Gulf stock markets |
0 |
0 |
2 |
3 |
0 |
2 |
12 |
29 |
| Time-varying predictability in crude-oil markets: the case of GCC countries |
0 |
0 |
1 |
34 |
0 |
0 |
6 |
185 |
| Time-varying regional integration of stock markets in Southeast Europe |
0 |
0 |
0 |
18 |
0 |
1 |
6 |
80 |
| U.S. equity and commodity futures markets: Hedging or financialization? |
2 |
3 |
7 |
7 |
4 |
8 |
30 |
30 |
| US monetary policy and sectoral commodity prices |
1 |
6 |
12 |
46 |
3 |
11 |
28 |
139 |
| Value‐at‐risk under market shifts through highly flexible models |
0 |
0 |
0 |
2 |
0 |
2 |
8 |
15 |
| Volatility forecasting and risk management for commodity markets in the presence of asymmetry and long memory |
1 |
2 |
10 |
88 |
5 |
9 |
33 |
287 |
| Volatility spillovers between oil prices and stock sector returns: Implications for portfolio management |
1 |
9 |
29 |
223 |
6 |
21 |
93 |
772 |
| What can we tell about monetary policy synchronization and interdependence over the 2007–2009 global financial crisis? |
0 |
0 |
0 |
41 |
0 |
5 |
13 |
227 |
| What explain the short-term dynamics of the prices of CO2 emissions? |
1 |
1 |
2 |
10 |
3 |
7 |
27 |
99 |
| World gold prices and stock returns in China: Insights for hedging and diversification strategies |
2 |
6 |
19 |
86 |
5 |
15 |
59 |
306 |
| Total Journal Articles |
43 |
131 |
455 |
4,450 |
193 |
529 |
2,215 |
16,780 |
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