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Digital Currencies: A Multivariate GARCH Approach
In this paper we will present quantifiable linkages between five different cryptocurrencies, those being Bitcoin, Ethereum, Ripple, Dash and Monero....
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Extreme Return Connectedness Between DeFi Tokens and Traditional Financial Markets: An Entrepreneurial Perspective
DeFi is seen as an important avenue for new venture creation, especially in the area of raising startup capital. The traditional financial system...
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Pricing options of security portfolio in cyclical economic environment
In this article, we present two option pricing models of optimal security portfolio in real-world measure. We capture the risk-adjusted prices with...
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SARF
This entry explains the significance and requirements of the Sarf Contracts in Islamic law. Sarf refers to the exchange of money for money and is...
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Ariyah
This entry explains the concept of ariyah, a significant term in Islamic law of obligations comparable to the Roman law concept of “commodatum.”...
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Alternative CAPM Specifications
Weak early empirical evidence with respect to the CAPM inspired a variety of alternative forms proposed by researchers to take into account realistic...
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Bringing parametric mortality indexes to practice: a generalized CBD model with stochastic socioeconomic differentials in mortality improvements
The concept of CBD mortality indexes was proposed in 2014. While it has been shown that the use of CBD mortality indexes can effectively reduce...
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What can monetary policy tell us about Bitcoin?
Bitcoin enthusiasts argue that it is free from central banks decisions and it is a hedge against inflation. Using high-frequency monetary surprises...
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Portfolio diversification and sustainable assets from new perspectives
We aim to examine the portfolio diversification effects of sustainable assets on financial and energy market assets from two new bird’s-eye...
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Time-varying correlations and interrelations: Firm-level-based sector evidence
Using firm-level data, we examine stock market correlations and interrelations for the G7 over the period 2000–2013. An examination using aggregate...
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Volatility Flocking by Cucker–Smale Mechanism in Financial Markets
We analyze empirical evidence of flocking stock volatilities according to the Cucker–Smale (C–S) mechanism. By using daily realized volatilities of...
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Fatwā
This entry examines the concept of fatwā, a term synonymous with the legal-religious opinion offered by Islamic scholars in response to various...
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Multicriteria Decision Analysis for Sustainable Green Financing in Energy Sector
Green financing in the energy sector is vital for sustainable capacity addition. However, energy projects are typically planned over a 20 or 25, or...
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From Fields to Futures: Connectedness Among Edible Oil and Oilseeds- Where Soybean Leads, Others Follow
The primary purpose of this paper is to analyze the connectedness between edible oils and oilseeds from various international commodity markets and...
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Shari’ah
From the Arabic شَرِيعَة (šarīʿa, literally “path, way”) and usually mistranslated as “Islamic law”, Shari’ah refers to the system of law, ethics,...
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Anomalies and Multifactor Models
Fama and French (1992, 1993, 1995, 1996) proposed the three-factor model. Their model motivated researchers to propose other multifactor models. Here...
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Product Demand Forecasting Based on Reservoir Computing
Common forecasting methods fail to accurately model the nonlinear and time-varying fluctuations of product demand. Reservoir computing (RC) utilizes...