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Now showing items 11-20 of 20
What determines the dependence between stock markets - crisis or financial and economic fundamentals?
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Routledge
, 2022 , Article)
This paper investigates the economic and financial fundamentals that determine the dynamic linkage between Qatar and a set of selected international stock markets. To this end, we used different dynamic copula constructions ...
Does investment in insurance stocks reap diversification benefits? Static and time varying copula modeling
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Bellwether Publishing, Ltd.
, 2021 , Article)
The present article investigates the presence of diversification benefits resulting from the dependence structure in stock returns of Islamic and conventional insurance. Our empirical design is based on the use of daily ...
Internet use and insurance growth: evidence from a panel of OECD countries
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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
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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?
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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 ...
Evidence of adverse selection in automobile insurance market: A seemingly unrelated probit modelling
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Cogent OA
, 2017 , Article)
The present paper investigates the adverse selection problem by examining the relationship between accident occurrences and deductible choice utilizing a seemingly unrelated probit model that allows for best controls for ...
Connectedness of stock markets with gold and oil: New evidence from COVID-19 pandemic
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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
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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 ...
Insurance and economic growth nexus: New Evidence from OECD countries
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Taylor & Francis
, 2023 , Article)
This study tackles the debate on the relationship between insurance development and economic growth by providing new evidence on the insurance sector. Most of the existing empirical studies focus primarily on the banking ...
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 ...