espace: Recent submissions
Now showing items 71-80 of 75822
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(2024)This paper investigates three issues related to interprovincial inequality in household net wealth in Indonesia. First, it assesses whether inequality is dominated by inequality within or between provinces. Second, it ...
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(2024)This paper investigates dynamic connectedness between US green bonds and major implied volatility indices from stock, crude oil, gold, exchange rate and cryptocurrency markets through the application of a novel TVP-VAR ...
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(2024)This study reexamines the long-held view of gold as a universal safe haven during stock market downturns. Utilising a dataset from 1979 to 2020, we investigate the conditional nature of gold's safe-haven status with the ...
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(2024)Changing patterns of risk aversion may follow a non-linear counter-cyclical process. However, the evidence so far has not considered developing cryptocurrency markets. Given some unique features of cryptocurrencies, it ...
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(2024)Despite frequent Blockchain splits stemming from Bitcoin, few studies have examined the determinants of Bitcoin fork returns. In this paper, we investigate the relationships between the returns of Bitcoin forks and a range ...
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(2024)Crude oil is prone to large upward price shocks, creating challenges for personal and corporate budgeting and the economy more broadly. In this paper, we systematically assess a range of possible assets which might function ...
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(2025)To counter the escalating threat of direct conflict with rogue nations, the use of sanctions packages has become a preferred tactical response. However, although targeted, there are significantly elevated spillover effects ...
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(2024)This paper uses the expanded dynamic conditional correlation mixed data sampling (DCC-MIDAS-X) model to examine the impact of low-frequency geopolitical risks (GPR) on high-frequency volatility and the correlation of ...
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(2024)Pakistan is listed among the countries that are extremely vulnerable to climate changes and it has experienced several climatic and natural disaster shocks with adverse impacts on its agricultural sector and farmers ...
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(2024)This study investigates how financial sanctions packages targeting Russia influenced traditional information flow dynamics with other international financial markets and products. While providing empirical evidence regarding ...