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Now showing items 11-16 of 16
Internet use and insurance growth: evidence from a panel of OECD countries
(
Elsevier
, 2020 , Article)
This empirical study aimed to investigate the effect of internet use on the demand for insurance using a sample of OECD countries during the period from 2007 to 2017. We employed a battery of panel data models, taking into ...
Asymmetric determinants of Bitcoin's wild price movements
(
Emerald Publishing
, 2022 , Article)
Purpose: The present work endeavors to explore the potential nonlinear and asymmetric effects of supply fundamental properties of Bitcoin mining process (velocity, size and stock of Bitcoins, cost of production and mining ...
Does economic policy uncertainty matter to explain connectedness within the international sovereign bond yields?
(
Springer
, 2022 , Article)
This paper examines the determinants of the dynamic connectedness between sovereign bond yields in a sample of G7 countries. In addition to the common macroeconomic factors, we focus on the impact of Economic Policy ...
Connectedness of stock markets with gold and oil: New evidence from COVID-19 pandemic
(
Elsevier
, 2022 , Article)
This paper sets out to explore the impact of COVID-19 pandemic on the dynamic connectedness among gold, oil and five leading stock markets by applying a new DCC-GARCH connectedness approach. We find stronger connectedness ...
Extreme linkages of carbon futures, energy markets, and economic indicators: A copula approach
(
Taylor & Francis
, 2023 , Article)
The interdependence of carbon allowances and different energy sources in extreme market behavior is still unsettled in the literature. Using different types of static and time-varying copulas, this piece of research aims ...
Accounting for inflation dynamic in a fully optimizing macroeconomic framework: evidence from the US states
(
Taylor & Francis
, 2023 , Article)
This article proposes a New Keynesian DSGE model that can capture the hump-shaped response of inflation to a monetary policy shock that does not depend upon backward-looking elements for the price and wage-setting, such ...