Jubilee Building
Falmer
Brighton, BN1 9SN
United Kingdom
University of Sussex Business School
SSRN RANKINGS
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Stock prices, exchange rates, causality-in-variance, cointegration
stock prices, exchange rates, causality-in-variance, cointegration
Exchange rate uncertainty, Equity flows, Bond flows, Causality-in-variance
exchange rate uncertainty, equity flows, bond flows, causality-in-variance
financial crisis, stochastic difference equations, structural breaks, time varying coefficients, volatility spillovers
Bartlett corrected trace test, China, Cointegration, Economic growth, Long-run, Military expenditure
Bank lending channel, Malaysia, Monetary transmission, Threshold VAR
Taylor rule, nonlinearities, emerging countries
Bloomberg, bond flows, equity flows, news
China, Oil price uncertainty, Sectoral stock returns
China, oil price uncertainty, sectoral stock returns
China; Economic growth; Markov-switching; Military spending
cross-border portfolio flows, equity and bond inflows and outflows, geopolitical risk, push and pull factors, local projections, risk premia
Bond flows, Equity flows, Exchange rates, Regime switching
Bond prices, Financial crisis, Stock prices, Time-varying GARCH models, Volatility spillovers
Disagreement, Online tweets, Stock returns, Trading volume
Cointegration, Exchange rates, Monetary model, Weak exogeneity
bond flows, equity flows, exchange rates, regime switching
bank lending channel, Malaysia, monetary transmission, threshold VAR
Oil price shocks, Stock returns, Volatility impulse response analysis
Bank flows, Foreign direct investment, Political risk, Quantile regression
Financial Crisis, Metal Futures, Structural Breaks, Time-Varying Volatility
Cross-border portfolio flows, Equity and bond inflows and outflows, Geopolitical risk, Push and pull factors, Local projections, Risk Premia
ESG, Disclosure, Corporate innovation JEL CLASSIFICATION: G30, G34, O30
