This study adds to the literature on sustainable investment performance by assessing the
risk-adjusted returns of ESG ETFs before and during the COVID-19 market crash. Employing …

We investigate the volatility transmission from commodities to sovereign credit defaults swaps
(CDS) spreads of emerging and frontier markets. Using daily data for seventeen emerging …

Governmental and international lending agencies, as well as private sector firms, who
engage in international trade, have long been concerned with detecting and determining the …

The objective of this research is to determine the impact of Switzerland's money laundering
law on the movement of money through false invoicing in international trade. This study …

We study the dynamic spillover of crude oil prices and volatilities on sovereign risk premia of
ten oil-exporting countries. Among the determining variables, we include a set of local and …

Data from 30 African nations were examined for deviations from average import and export
prices as an indicator of capital flows This paper uses US customs data to document the …

Given the financialization of commodities and the increase in the CDS markets' size and
structure, we examine the co-movement and dependence structure between four commodity …

Our study examines the dynamic correlations, portfolio weights and hedging effectiveness
of adding commodities to international equity portfolios. The data covers the 2014/2015 …

This article examines the interactions of emerging markets sovereign credit default swaps (CDS).
Using a generalized vector autoregressive framework and principal component …

This study investigates the effects of a country’s environmental performance on sovereign
credit risk. We use sovereign credit default swap (CDS) spreads for a large panel of countries …