Outputs (971)

Blockchain technology and environmental efficiency: Evidence from US-listed firms (2022)
Journal Article
Tawiah, V., Li, G., Zakari, A., & Kyiu, A. (2022). Blockchain technology and environmental efficiency: Evidence from US-listed firms. Business Strategy and the Environment, 31(8), 3757-3768. https://doi.org/10.1002/bse.3030

This study examines the relationship between the adoption of blockchain technology and environmental efficiency by using a sample of US firms over the 2015–2019 period. Our results indicate that the adoption of blockchain technology is positively and... Read More about Blockchain technology and environmental efficiency: Evidence from US-listed firms.

Financial Stability and Monetary Policy Reaction: Evidence from the GCC Countries (2022)
Journal Article
Elsayed, A. H., Naifar, N., & Nasreen, S. (2023). Financial Stability and Monetary Policy Reaction: Evidence from the GCC Countries. The Quarterly Review of Economics and Finance, 87, 396-405. https://doi.org/10.1016/j.qref.2022.03.003

This paper investigates the interaction between monetary policy and financial stability in the Gulf Cooperation Council (hereafter GCC) countries by introducing a new composite financial stability index to monitor the financial vulnerabilities and cr... Read More about Financial Stability and Monetary Policy Reaction: Evidence from the GCC Countries.

Climate Change Risk and the Cost of Mortgage Credit (2022)
Journal Article
Nguyen, D., Ongena, S., Qi, S., & Sila, V. (2022). Climate Change Risk and the Cost of Mortgage Credit. Review of Finance, 26(6), 1509-1549. https://doi.org/10.1093/rof/rfac013

We show that lenders charge higher interest rates for mortgages on properties exposed to a greater risk of sea level rise (SLR). This SLR premium is not evident in short-term loans and is not related to borrowers’ short-term realized default or credi... Read More about Climate Change Risk and the Cost of Mortgage Credit.

Good Practice Principles in Modelling Defined Contribution Pension Plans (2022)
Journal Article
Dowd, K., & Blake, D. (2022). Good Practice Principles in Modelling Defined Contribution Pension Plans. Journal of Risk and Financial Management, 15(3), Article 108. https://doi.org/10.3390/jrfm15030108

We establish 16 good practice principles for modelling defined contribution pension plans. These principles cover the following issues: model specification and calibration; modelling quantifiable uncertainty; modelling member choices; modelling membe... Read More about Good Practice Principles in Modelling Defined Contribution Pension Plans.

How Does Firm-Specific Investor Sentiment Affect the Value of Corporate Cash Holdings? (2022)
Journal Article
Guo, H., Yin, C., & Zeng, Y. (2023). How Does Firm-Specific Investor Sentiment Affect the Value of Corporate Cash Holdings?. British Journal of Management, 34(1), 410-441. https://doi.org/10.1111/1467-8551.12602

We document a positive relation between firm-specific investor sentiment (FSIS) and the value of cash. We also show that FSIS has a stronger positive effect on the value of cash than the value of other types of assets, suggesting that our finding is... Read More about How Does Firm-Specific Investor Sentiment Affect the Value of Corporate Cash Holdings?.

Fintech, Cryptocurrencies, and CBDC: Financial Structural Transformation in China (2022)
Journal Article
Allen, F., Gu, X., & Jagtiani, J. (2022). Fintech, Cryptocurrencies, and CBDC: Financial Structural Transformation in China. Journal of International Money and Finance, 124, Article 102625. https://doi.org/10.1016/j.jimonfin.2022.102625

Fintech and decentralized finance have penetrated all areas of the financial system and have improved financial inclusion in the last decade. In this paper, we review the recent literature on fintech, cryptocurrencies, stablecoins, and central bank d... Read More about Fintech, Cryptocurrencies, and CBDC: Financial Structural Transformation in China.

Volatility and Return Connectedness of Cryptocurrency, Gold, and Uncertainty: Evidence from the Cryptocurrency Uncertainty Indices (2022)
Journal Article
Elsayed, A. H., Gozgor, G., & Yarovaya, L. (2022). Volatility and Return Connectedness of Cryptocurrency, Gold, and Uncertainty: Evidence from the Cryptocurrency Uncertainty Indices. Finance Research Letters, 47(Part B), Article 102732. https://doi.org/10.1016/j.frl.2022.102732

This paper examines the dynamic connectedness of return- and volatility spillovers among cryptocurrency index (CRIX), Gold, and uncertainty measures. Apart from traditional uncertainty measures, we also consider two novel uncertainty measures: Crypto... Read More about Volatility and Return Connectedness of Cryptocurrency, Gold, and Uncertainty: Evidence from the Cryptocurrency Uncertainty Indices.

The Impact of Intellectual Capital Formation and Knowledge Economy on Banking Performance: A Case Study of GCC's Conventional and Islamic Banks (2022)
Journal Article
Akkas, E., & Asutay, M. (2023). The Impact of Intellectual Capital Formation and Knowledge Economy on Banking Performance: A Case Study of GCC's Conventional and Islamic Banks. Journal of Financial Reporting and Accounting, https://doi.org/10.1108/jfra-08-2021-0251

Purpose: This paper aims to evaluate the impact of intellectual capital in terms of human capital, structural capital, and capital employed on the financial performance of Islamic and conventional banks in the GCC countries. Design/methodology/approa... Read More about The Impact of Intellectual Capital Formation and Knowledge Economy on Banking Performance: A Case Study of GCC's Conventional and Islamic Banks.

Corruption, Chinese investment, and trade: Evidence from Africa (2022)
Journal Article
Tawiah, V., Kebede, J., & Kyiu, A. (2022). Corruption, Chinese investment, and trade: Evidence from Africa. Journal of Emerging Market Finance, 21(2), 123-151. https://doi.org/10.1177/09726527221073981

We investigate whether corruption in host countries drives the different routes of Chinese economic engagement with Africa. Using data from 49 African countries for 2000–2018, we find that corruption affects each route of China’s engagement with Afri... Read More about Corruption, Chinese investment, and trade: Evidence from Africa.

Risk Transmissions between Bitcoin and Traditional Financial Assets during the COVID-19 Era: The Role of Global Uncertainties   (2022)
Journal Article
Elsayed, A., Gozgor, G., & Lau, C. (2022). Risk Transmissions between Bitcoin and Traditional Financial Assets during the COVID-19 Era: The Role of Global Uncertainties  . International Review of Financial Analysis, 81, Article 102069. https://doi.org/10.1016/j.irfa.2022.102069

This paper examines return and volatility connectedness between Bitcoin, traditional financial assets (Crude Oil, Gold, Stocks, Bonds, and the United States Dollar-USD), and major global uncertainty measures (the Economic Policy Uncertainty-EPU, the... Read More about Risk Transmissions between Bitcoin and Traditional Financial Assets during the COVID-19 Era: The Role of Global Uncertainties  .