Studies in Economics and Finance

Dynamic linkages among cryptocurrencies, exchange rates and global equity markets

Fair premium rate of the deposit insurance system based on banks’ creditworthiness

How well can investors diversify with commodities? Evidence from a flexible copula approach

Corporate social responsibility and bankruptcy

Can energy commodities affect energy blockchain-based cryptos?

Further insights into the oil and equity market relationship

Acquirer size, political connections and mergers and acquisitions performance: Evidence from China

Crude oil price and implied volatility: Insights from non-parametric quantile regressions

Constructing cointegrated cryptocurrency portfolios for statistical arbitrage

Sensitivity of economic policy uncertainty to investor sentiment: Evidence from Asian, developed and European markets

Bank-based and market-based development and economic growth: an international investigation

Understanding the Flash Crash – state of the art

Relative efficiency, industry concentration and average stock returns

Stock market stress from the central counterparty’s perspective

Test for volatility spillover effects in Japan’s oil futures markets by a realized variance approach

Leverage, investment, and recovery from a financial crisis: the role of debt overhang

The monitoring role of institutional investors: Geographical proximity and investment horizon

The evolution of herd behavior: Will herding disappear over time?

New methods of modeling and estimating preferences

How did regulation and market discipline influence banking distress in Europe?: Lessons from the global financial crisis

The impact of major life events on household asset portfolio rebalancing

High-frequency trading and the weekly natural gas storage report

Risk-adjusted pricing of project loans

Stock market, banking sector and economic growth: A cross-country analysis over different economic cycles

Portfolio optimization based on modified expected shortfall

Hedging performance and the heterogeneity among market participants

Availability of private credit – does culture matter?

Interest rate option hedging portfolios without bank account

Excess liquidity premia of single-name CDS vs iTraxx/CDX spreads: 2007-2017

Mutual fund alpha and daily market-timing ability

A Nonparametric Bayesian Approach to Term Structure Fitting

The interbank payment network and financial system stability

European emission allowance and equity markets: evidence from further trading phases

Are hedge fund returns affected by media coverage of macroeconomic news

Modelling industry interdependency dynamics in a network context

Price formation in call auctions with insider information

Do mergers and acquisitions create value?: The post-M&A performance of acquiring firms in China and India

Stock market performance and cross-border mergers and acquisitions in South Africa: 1991 to 2014

Analyzing Precious Metals Returns Using a Kalman Smoother Approach

NFL Betting Market Efficiency, Divisional Rivals, and Profitable Strategies