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This study uses the Multiplicative Error Model (MEM) to explore asymmetric volatility spillovers between crude oil and other major asset markets. We have extend

This paper uses a Multiplicative Error Model (MEM) framework to investigate the asymmetric volatility spillovers among four major global asset markets: stock, b

Diploma Thesis from the year 2010 in the subject Economics - Finance, grade: 1,3, University of Potsdam (Makroökonomische Theorie und Politik), language: Engli

This report describes the development of the green bond market as an innovative instrument for green finance, and provides a review of policy actions and option

This book examines the dynamic relationship and volatility spillovers between crude oil prices, exchange rates and stock markets of emerging economies. Unfortun