Studies in Economics and Finance: Volume 37 Issue 4

Market dynamics, cyclical patterns and market states: Is there a difference between digital currencies markets?

Azza Bejaoui, Salim Ben Sassi, Jihed Majdoub

In this paper, the authors seek to investigate the dynamics of Bitcoin, Litecoin, Ethereum and Ripple daily returns and volatilities.

Real effects of real estate: evidence from unemployment rates

Can Dogan, John Can Topuz

This paper aims to investigate the relationship between residential real estate prices and unemployment rates at the Metropolitan Statistical Area (MSA) level.

Review on behavioral economics and behavioral finance

Wing-Keung Wong

This paper aims to give a brief review on behavioral economics and behavioral finance and discusses some of the previous research on agents' utility functions, applicable risk…

Dynamic co-movements and directional spillovers among energy futures

Sercan Demiralay, Nikolaos Hourvouliades, Athanasios Fassas

This paper aims to examine dynamic equicorrelations (DECO) and directional volatility spillover effects among four energy futures markets, namely, West Texas Intermediate crude…

Oil and risk premia in equity markets

Satish Kumar, Riza Demirer, Aviral Kumar Tiwari

This study aims to explore the oil–stock market nexus from a novel angle by examining the predictive role of oil prices over the excess returns associated with the market, size…

The impact of financial regulation policy uncertainty on bank profits and risk

Robert Neil Killins, David W. Johnk, Peter V. Egly

The purpose of this paper is to explore the impact of financial regulation policy uncertainty (FRPU) on bank profit and risk.

Bad or good neighbours: a spatial financial contagion study

Matteo Foglia, Alessandra Ortolano, Elisa Di Febo, Eliana Angelini

The purpose of this paper is to study the evolution of financial contagion between Eurozone banks, observing the credit default swaps (CDSs) market during the period 2009–2017.

Monetary policy uncertainty and stock market returns: influence of limits to arbitrage and the economic cycle

Jessica Paule-Vianez, Camilo Prado-Román, Raúl Gómez-Martínez

This paper aims to examine the impact that monetary policy uncertainty (MPU) has on stock market returns by taking into account limits to arbitrage and the economic cycle.