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Toplam kayıt 27, listelenen: 21-27
Precious metals as safe-haven for clean energy stock investment: Evidence from nonparametric Granger causality in distribution test
(Elsevier Sci Ltd, 2022)
The study aims to examine the connectedness between clean energy stocks and precious metals prices under the different market episodes. We employ the Granger causality-in-the distribution test proposed by Candelon and ...
Credit default risk in Islamic and conventional banks: Evidence from a GARCH option pricing model
(Elsevier, 2022)
An important question in banking is whether restrictions placed on Islamic banks make them more resilient to financial market turmoil and less prone to failure than conventional banks. We evaluate this claim by estimating ...
Gold, silver, and the US dollar as harbingers of financial calm and distress
(Elsevier Science Inc, 2022)
In this paper, we investigate the relationship between gold, silver, and the US dollar returns and financial stress to shed light on the circumstances where these assets serve as attractive investment vehicles and whether ...
The impact of digital finance on the natural resource market: Evidence from DeFi, oil, and gold
(Elsevier Sci Ltd, 2022)
The purpose of this study is to examine the interconnectedness between DeFi and natural resource assets in terms of return and volatility spillovers, as well as the effectiveness of hedging, utilizing the time and frequency ...
Emerging market portfolios and Islamic financial markets: Diversification benefits and safe havens
(Elsevier, 2022)
We examine the relationship between Islamic and conventional stock market returns to see if Islamic financial markets provide portfolio diversification benefits and safe havens during turbulent times. Using daily data from ...
Return and risk spillovers between the ESG global index and stock markets: Evidence from time and frequency analysis
(Elsevier, 2022)
In this paper, we examine comovements between stock market returns and investments that take into account Environmental, Social, and Governance (ESG) factors by studying the interconnections between the two returns in time ...
The impact of expected and unexpected events on Bitcoin price development: Introduction of futures market and COVID-19
(Elsevier Ltd, 2023)
This study examines the impact of two critical events, the introduction of Bitcoin futures and the COVID-19 pandemic, on Bitcoin's returns and volatility. We find that the inception of Bitcoin futures (positively) impacts ...