The presence of the African Stock Markets (ASMs) in the global frontier markets indices
confirms their global portfolio diversification role. This study investigates the asymmetric and …

The study investigates the intraday dynamics and price patterns of the primary cryptocurrencies.
The Granger Mackey-Glass (MG) model is employed to examine the asymmetric and …

The study investigates (i) the time-varying and directional connectedness of nine equity
sectors through intra- and inter-sector volatility spillover periods and (ii) assesses the impact of …

Frequent economic policy adjustments increase economic policy uncertainty. Recent studies
show that policy uncertainty has contractionary effects on real investment. We conduct a …

This study examines the impact of financial liberalization and foreign bank entry on the
domestic banking sector from 1996 to 2007, and builds upon and expands the work of Lee (2002)…

This paper investigates herding behavior in the US residential housing market. The sample
period is 1975 M01 to 2015 M06. The study utilizes the housing price index of each of the 50 …

Purpose – The purpose of this paper is to investigate technical and scales efficiencies of
MFIs in Middle East and North Africa (MENA) countries in provision of financial services. This …

This study investigates the link between the price discovery dynamics in sovereign credit
default swaps (CDS) and bond markets and the degree of financial integration of emerging …

We model two regimes using threshold cointegration and threshold vector error correction
model for sovereign CDS and equity markets of thirteen emerging markets. We document …

The study uses 5-min intraday Bitcoin futures and spot prices to investigate the additive and
multiplicative impact of arbitrage opportunities on feedback trading in the Bitcoin futures …