Browsing Finance & Economics by Publisher "Elsevier Inc."
Now showing items 1-6 of 6
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Can uncertainty indices predict Bitcoin prices? A revisited analysis using partial and multivariate wavelet approaches
( Elsevier Inc. , 2019 , Article)This paper uses bivariate and multivariate wavelet approaches to revisit the co-movements between the Volatility Uncertainty Index (VIX) and Bitcoin (BTC). This is achieved by accounting for the impacts of the three major ... -
Competition, regulation, and systemic risk in dual banking systems
( Elsevier Inc. , 2024 , Article)This study investigates the impact of competition and banking regulation on the systemic risk of Islamic Banks (IBs) and Conventional Banks (CBs). Utilizing a random effects panel model with robust errors and an unbalanced ... -
Corruption, lending and bank performance
( Elsevier Inc. , 2024 , Article)This paper uses a sample of 7235 banks from 160 countries between 2000 and 2016 to investigate the link between corruption, lending and bank performance. It considers both country- and bank-level corruption. The study finds ... -
Financial progress and the stability of long-run money demand: Implications for the conduct of monetary policy in emerging economies
( Elsevier Inc. , 2009 , Article)This paper examines whether recent financial changes in three emerging market economies in the Gulf region (Bahrain, the UAE, and Qatar) have distorted the character and the stability of their underlying long-run money ... -
Political tensions, stock market dependence and volatility spillover: Evidence from the recent intra-GCC crises
( Elsevier Inc. , 2019 , Article)This study examines the impact of the two recent political and economic crises of March 2014 and June 2017 on the stock market dependence and volatility spillover between Qatar and the other GCC countries (Saudi Arabia, ... -
Volatility forecasting, downside risk, and diversification benefits of Bitcoin and oil and international commodity markets: A comparative analysis with yellow metal
( Elsevier Inc. , 2019 , Article)This study examines the diversification and hedging properties of Bitcoin (BTC) and gold assets for oil and S&P GSCI investors. We model and forecast the volatility performance of the pairs BTC–oil, gold–oil, BTC–S&P GSCI, ...
