Pub Date : 2023-01-01DOI: 10.1504/gber.2023.10049359
Waleed Hmedat, Tarek Chebbi
{"title":"The Announcements of Unconventional Monetary Policies and Sovereign Bond Liquidity Premia","authors":"Waleed Hmedat, Tarek Chebbi","doi":"10.1504/gber.2023.10049359","DOIUrl":"https://doi.org/10.1504/gber.2023.10049359","url":null,"abstract":"","PeriodicalId":35504,"journal":{"name":"Global Business and Economics Review","volume":"26 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2023-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"86165317","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2023-01-01DOI: 10.1504/gber.2023.133289
Natália Teixeira, Alexandre Correia, Rui Vinhas d, a Silva, Leandro Pereira, Sérgio Vinhas d, a Silva
{"title":"Financial innovation as a response to crisis - the case of catastrophe bonds","authors":"Natália Teixeira, Alexandre Correia, Rui Vinhas d, a Silva, Leandro Pereira, Sérgio Vinhas d, a Silva","doi":"10.1504/gber.2023.133289","DOIUrl":"https://doi.org/10.1504/gber.2023.133289","url":null,"abstract":"","PeriodicalId":35504,"journal":{"name":"Global Business and Economics Review","volume":"77 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"135400589","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Using product space to connect local products to foreign markets: paths for export basket diversification of the Brazilian state of Minas Gerais","authors":"Otávio Rezende, Marcelo Borges, Josiane Rafaella Faleiro, Leandro Collares, Ítalo Daldegan d, e Oliveira","doi":"10.1504/gber.2023.132670","DOIUrl":"https://doi.org/10.1504/gber.2023.132670","url":null,"abstract":"","PeriodicalId":35504,"journal":{"name":"Global Business and Economics Review","volume":"50 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"135987634","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2023-01-01DOI: 10.1504/gber.2023.10047425
Muhammad Umar, M. N. Mata, Joaquim António Ferr�ão
{"title":"COVID-19 and negative oil prices-an empirical analysis comparing importing and exporting countries","authors":"Muhammad Umar, M. N. Mata, Joaquim António Ferr�ão","doi":"10.1504/gber.2023.10047425","DOIUrl":"https://doi.org/10.1504/gber.2023.10047425","url":null,"abstract":"","PeriodicalId":35504,"journal":{"name":"Global Business and Economics Review","volume":"139 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2023-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"74764743","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2023-01-01DOI: 10.1504/gber.2023.10050236
A. Correia, Sérgio Vinhas Da Silva, Leandro Pereira, Rui Vinhas da Silva, N. Teixeira
{"title":"Financial Innovation as a Response to Crisis - The case of Catastrophe Bonds","authors":"A. Correia, Sérgio Vinhas Da Silva, Leandro Pereira, Rui Vinhas da Silva, N. Teixeira","doi":"10.1504/gber.2023.10050236","DOIUrl":"https://doi.org/10.1504/gber.2023.10050236","url":null,"abstract":"","PeriodicalId":35504,"journal":{"name":"Global Business and Economics Review","volume":"63 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2023-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"74127607","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2023-01-01DOI: 10.1504/gber.2023.10050556
R. Fauzi, T. Widiastuti, Fatimatuzzahro Fatimatuzzahro, S. Herianingrum, Syed Alamdar Ali Shah
{"title":"Efficiency Level of Zakat Funds for the Social Sector and Poverty alleviation in Indonesia","authors":"R. Fauzi, T. Widiastuti, Fatimatuzzahro Fatimatuzzahro, S. Herianingrum, Syed Alamdar Ali Shah","doi":"10.1504/gber.2023.10050556","DOIUrl":"https://doi.org/10.1504/gber.2023.10050556","url":null,"abstract":"","PeriodicalId":35504,"journal":{"name":"Global Business and Economics Review","volume":"189 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2023-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"85383876","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2023-01-01DOI: 10.1504/gber.2023.10050903
A. Bakhouche, Teheni El Ghak
{"title":"Impact of social progress on bank stability","authors":"A. Bakhouche, Teheni El Ghak","doi":"10.1504/gber.2023.10050903","DOIUrl":"https://doi.org/10.1504/gber.2023.10050903","url":null,"abstract":"","PeriodicalId":35504,"journal":{"name":"Global Business and Economics Review","volume":"18 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2023-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"80984767","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2023-01-01DOI: 10.1504/gber.2023.10046010
Y. Chow, P. Wong
{"title":"Macroeconomic uncertainty and stock price crash risk: the moderating roles of operating performance and investor sentiment","authors":"Y. Chow, P. Wong","doi":"10.1504/gber.2023.10046010","DOIUrl":"https://doi.org/10.1504/gber.2023.10046010","url":null,"abstract":"","PeriodicalId":35504,"journal":{"name":"Global Business and Economics Review","volume":"57 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2023-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"80130296","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2023-01-01DOI: 10.1504/gber.2023.128844
N.A. Tiffani, Ingrid Claudia Calvilus, Shinta Amalina Hazrati Havidz
In this study, we focus on a prominent feature in Bitcoin: its volatility. This paper aims to examine the volatility action of Bitcoin's price during the COVID-19 pandemic through various angles: COVID-19 fear sentiments, investor fear sentiments, macro-financial factors, and crypto market factors. The study utilises daily data from 11 March 2020 to 31 May 2021. We implemented an ARDL bound testing approach to find cointegration, and the Toda-Yamamoto approach to further examine any existing causal relationships between the variables. The empirical results show that COVID-19 fear increased Bitcoin volatility and a unidirectional causal relation was found between them. Investor fear sentiments revealed that US dollar volatility moved in the same direction as Bitcoin volatility, while VIX was found to be insignificant. Gold, crude oil, and the stock market did not influence the volatility of Bitcoin. Overall, only crypto market factors were cointegrated with Bitcoin volatility in the long run.
{"title":"Investigation of cointegration and causal linkages on Bitcoin volatility during COVID-19 pandemic","authors":"N.A. Tiffani, Ingrid Claudia Calvilus, Shinta Amalina Hazrati Havidz","doi":"10.1504/gber.2023.128844","DOIUrl":"https://doi.org/10.1504/gber.2023.128844","url":null,"abstract":"In this study, we focus on a prominent feature in Bitcoin: its volatility. This paper aims to examine the volatility action of Bitcoin's price during the COVID-19 pandemic through various angles: COVID-19 fear sentiments, investor fear sentiments, macro-financial factors, and crypto market factors. The study utilises daily data from 11 March 2020 to 31 May 2021. We implemented an ARDL bound testing approach to find cointegration, and the Toda-Yamamoto approach to further examine any existing causal relationships between the variables. The empirical results show that COVID-19 fear increased Bitcoin volatility and a unidirectional causal relation was found between them. Investor fear sentiments revealed that US dollar volatility moved in the same direction as Bitcoin volatility, while VIX was found to be insignificant. Gold, crude oil, and the stock market did not influence the volatility of Bitcoin. Overall, only crypto market factors were cointegrated with Bitcoin volatility in the long run.","PeriodicalId":35504,"journal":{"name":"Global Business and Economics Review","volume":"15 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2023-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"135470242","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2023-01-01DOI: 10.1504/gber.2023.10047173
S. A. H. Havidz, Tiffani N.A., Ingrid Claudia Calvilus
{"title":"Investigation of Cointegration and Causal Linkages on Bitcoin Volatility during the COVID-19 Pandemic","authors":"S. A. H. Havidz, Tiffani N.A., Ingrid Claudia Calvilus","doi":"10.1504/gber.2023.10047173","DOIUrl":"https://doi.org/10.1504/gber.2023.10047173","url":null,"abstract":"","PeriodicalId":35504,"journal":{"name":"Global Business and Economics Review","volume":"105 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2023-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"76036267","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}