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Financial modelling, risk management of energy instruments and the role of cryptocurrencies
AbstractThis paper empirically investigates whether cryptocurrencies might have a useful role in financial modelling and risk management in the energy markets. To do so, the causal relationship...
The nexus between black and digital gold
In the context of the debate on cryptocurrencies as the 'digital gold', this study explores the nexus between the Bitcoin and US oil returns by employing a rich set of parametric and non-parametric approaches. We examine the...
Volatility spillovers, hedging and safe‐havens under pandemics
In the context of the COVID‐19's outbreak and its implications for the financial sector, this study analyses the aspect of hedging and safe‐haven under the pandemic. Drawing on the daily data from 02 August 2019 to 17 April...
Reaching for Yield and the Diabolic Loop in a Monetary Union

We use the theoretical framework of Acharya and Naqvi (2019) to introduce a macro-financial model where the “reaching for yield” incentivized by a loosening monetary policy in the United States mitigates the diabolic loop in...

Reaching for Yield and the Diabolic Loop in a Monetary Union

We use the theoretical framework of Acharya and Naqvi (2019) to introduce a macro-financial model where the “reaching for yield” incentivized by a loosening monetary policy in the United States mitigates the diabolic loop in...

Assessing the effects of unconventional monetary policy and low interest rates on pension fund risk incentives
In this article the role of unconventional monetary policy and low interest rates are amplified as one of a series of components of possible explanations on US pension funds risk taking and asset allocation behavior. We quantify...
Assessing the effects of unconventional monetary policy and low interest rates on pension fund risk incentives
In this article the role of unconventional monetary policy and low interest rates are amplified as one of a series of components of possible explanations on US pension funds risk taking and asset allocation behavior. We quantify...
The Influences of FDI, GFCF, OPEN on Vietnamese Economic Growth
The aim of study is to research the influences of Foreign Direct Investment (FDI), Gross Fixed Capital Formation (GFCF), Trade Openness of the Economy (OPEN) on Vietnam economic growth. This study uses the annual data for the...
Knowledge Management for Information Querying System in Education via the Combination of Rela-Ops Model and Knowledge Graph
E-learning is an online educational system that uses electronic and technology tools and the internet. To facilitate the acquisition of knowledge, students can consult materials and interact directly with lecturers via...

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