Default publication image

The Piggy Bank Index: An intuitive risk measure to assess liquidity and capital adequacy in banks

This study proposes a new liquidity and capital adequacy risk index, the Piggy Bank Index. This index measures the gap between liquid assets and total liabilities over liquid capital.

Default publication image

Asian stock market volatility and economic policy uncertainty: The role of world and regional leaders

101928

Default publication image

Optimizing portfolios for the BREXIT: An equity-commodity analysis of US, European and BRICS markets

The objective of this study is to create optimal two-asset portfolios consisting of stocks from Western Europe, the United States, and the BRICS (Brazil, China, India, Russia, and South Africa), as well as sixteen commodity types during the BREXIT period.

Default publication image

Télétravail à domicile : comment immuniser les salariés face à la cyber épidémie?

With the generalized containment set up to face the covid-19 epidemic, within the framework
of continuity plans, companies have been forced to organize telework at home without any
particular anticipation. The perpetuation of telework introduces into organizations risks

Default publication image

Volatility contagion and connectedness between WTI and commodity markets

This article analyzes the contagion risk between WTI crude oil prices and several major commodities markets. We study the dynamics of commodity connectedness, and we measure volatility contagion under various market conditions and commodity price cycles between 1982 and 2020.

Default publication image

The role and challenges of rare earths in the energy transition

The energy transition from fossil fuel energy to low-carbon energy is mineral intensive. Among the required minerals rare earth elements (REEs) are core components of clean energy technologies such as wind turbines and electric vehicles.

Default publication image

Determinants of Deposits Volatility: The Case of the Microfinance Sector in Gabon

Microfinance shows a tendency to seek profitability by increasingly neglecting its social objective.

Default publication image

Impacts, Sustainability, and Resilience on the Egyptian Tourism and Hospitality Industry after the Russian Airplane crash in 2015.

Pages