Financial literacy, behavioral traits, and ePayment adoption and usage in Japan [0.03%]
金融知识、行为特征与日本的电子支付采纳和使用状况
Trinh Quang Long,Peter J Morgan,Naoyuki Yoshino
Trinh Quang Long
This study investigates how financial literacy and behavioral traits affect the adoption of electronic payment (ePayment) services in Japan. We construct a financial literacy index using a representative sample of 25,000 individuals from th...
Rubaiyat Ahsan Bhuiyan,Afzol Husain,Changyong Zhang
Rubaiyat Ahsan Bhuiyan
To measure the diversification capability of Bitcoin, this study employs wavelet analysis to investigate the coherence of Bitcoin price with the equity markets of both the emerging and developed economies, considering the COVID-19 pandemic ...
Editor's introduction [0.03%]
编者导言
Gang Kou
Gang Kou
Dynamic connectedness and network in the high moments of cryptocurrency, stock, and commodity markets [0.03%]
加密货币、股票和商品市场高阶矩的动力连接性和网络效应
Waqas Hanif,Hee-Un Ko,Linh Pham et al.
Waqas Hanif et al.
This study examines the connectedness in high-order moments between cryptocurrency, major stock (U.S., U.K., Eurozone, and Japan), and commodity (gold and oil) markets. Using intraday data from 2020 to 2022 and the time and frequency connec...
An impact assessment of the COVID-19 pandemic on Japanese and US hotel stocks [0.03%]
新冠肺炎疫情对日美酒店业股票影响评估分析
Takashi Kanamura
Takashi Kanamura
This study proposes two new regime-switching volatility models to empirically analyze the impact of the COVID-19 pandemic on hotel stock prices in Japan compared with the US, taking into account the role of stock markets. The first model is...
Intelligent design: stablecoins (in)stability and collateral during market turbulence [0.03%]
智能设计：市场动荡期间的稳定币的（不）稳定性及抵押品
Riccardo De Blasis,Luca Galati,Alexander Webb et al.
Riccardo De Blasis et al.
How does stablecoin design affect market behavior during turbulent periods? Stablecoins attempt to maintain a "stable" peg to the US dollar, but do so with widely varying structural designs. The spectacular collapse of the TerraUSD (UST) st...
Upside and downside correlated jump risk premia of currency options and expected returns [0.03%]
货币期权的正负相关跳跃风险溢价及预期收益
Jie-Cao He,Hsing-Hua Chang,Ting-Fu Chen et al.
Jie-Cao He et al.
This research explores upside and downside jumps in the dynamic processes of three rates: domestic interest rates, foreign interest rates, and exchange rates. To fill the gap between the asymmetric jump in the currency market and the curren...
Artificial neural network analysis of the day of the week anomaly in cryptocurrencies [0.03%]
人工神经网络分析加密货币的周内异常现象
Nuray Tosunoğlu,Hilal Abacı,Gizem Ateş et al.
Nuray Tosunoğlu et al.
Anomalies, which are incompatible with the efficient market hypothesis and mean a deviation from normality, have attracted the attention of both financial investors and researchers. A salient research topic is the existence of anomalies in ...
Lu Yang,Lei Yang,Xue Cui
Lu Yang
We construct a sovereign default network by employing high-dimensional vector autoregressions obtained by analyzing connectedness in sovereign credit default swap markets. We develop four measures of centrality, namely, degree, betweenness,...
Does country risk impact the banking sectors' non-performing loans? Evidence from BRICS emerging economies [0.03%]
国家风险会殃及银行部门的不良贷款吗——基于金砖国家新兴经济体的证据
Chafic Saliba,Panteha Farmanesh,Seyed Alireza Athari
Chafic Saliba
This study aims to fill the gap in the literature by specifically investigating the impact of country risk on the credit risk of the banking sectors operating in Brazil, Russia, India, China, and South Africa (BRICS), emerging countries. Mo...