Volume 23, issue 4, July 2022

6 articles in this issue

Spillovers from one country’s sovereign debt to CDS (credit default swap) spreads of others during the European crisis: a spatial approach

Authors
- Gül Huyugüzel Kışla
- Y. Gülnur Muradoğlu
- A. Özlem Önder
- Content type: Original Article
- Published: 11 March 2022
- Pages: 277 - 296
Dependence structure of CAT bonds and portfolio diversification: a copula-GARCH approach

Authors
- Adlane Haffar
- Éric Le Fur
- Content type: Original Article
- Published: 03 June 2022
- Pages: 297 - 309
Bitcoin: like a satellite or always hardcore? A core–satellite identification in the cryptocurrency market

Authors (first, second and last of 4)
- Christoph J. Börner
- Ingo Hoffmann
- Tim Schmitz
- Content type: Original Article
- Open Access
- Published: 21 May 2022
- Pages: 310 - 321
Herding in different states and terms: evidence from the cryptocurrency market

Authors
- Syed Riaz Mahmood Ali
- Content type: Original Article
- Open Access
- Published: 13 May 2022
- Pages: 322 - 336
Harvesting the seasons of the size anomaly

Authors
- Boris Fays
- Georges Hübner
- Marie Lambert
- Content type: Original Article
- Published: 13 June 2022
- Pages: 337 - 349
Impact of COVID-19 on the Saudi stock market: analysis of return, volatility and trading volume

Authors
- Shaista Wasiuzzaman
- Content type: Original Article
- Published: 03 June 2022
- Pages: 350 - 363