Commodities risk premier and regional integration in gas-exporting countries
Competition and credit procyclicality in European banking
This paper empirically assesses how competition in the banking sector affects credit procyclicality by estimating both an interacted panel VAR model using macroeconomic data and a single-equation model with bank-level data.
Contagion and Bond Pricing : The Case of the ASEAN Region
Do Spot Prices Predict Futures Prices?
This article examines issues of linear and non-linear causality between energy (oil) prices and agricultural commodities spot and futures prices.
Financing RES with Crowdfunding: Local Scale as a Key Factor?
Hedging and Diversification across Commodity assets
Knowledge management and value creation in the post-crisis banking system
Measuring network systemic risk contributions: A leave-one-out approach
The aim of this paper is to propose a new network measure of systemic risk contributions that combines the pair-wise Granger causality approach with the leave-one-out concept.