Dr Anna Du's Outputs (5)

Sino-U.S. stock market volatility, economic policy uncertainty, and fluctuation of global oil market: an empirical analysis based on TVP-SV-VAR model (2020)
Presentation / Conference Contribution
Yang, T., Zhou, F., Du, M., Du, Q., & Zhou, S. (2020, November). Sino-U.S. stock market volatility, economic policy uncertainty, and fluctuation of global oil market: an empirical analysis based on TVP-SV-VAR model. Presented at ENSCON’ 20 Online International Congress of Energy Economy and Security, Istanbul, Turkey [Online]

This paper investigates the correlations among Sino-US stock markets, economic policy uncertainty (EPU) and global oil market. Specificly, by adopting a TVP-SV-VAR model this study analyzes the dynamic effects of volatility of stock price in China an... Read More about Sino-U.S. stock market volatility, economic policy uncertainty, and fluctuation of global oil market: an empirical analysis based on TVP-SV-VAR model.

The effects of commodity financialization on commodity market volatility (2020)
Presentation / Conference Contribution
Ding, S., Zheng, D., Cui, T., & Du, M. (2020, November). The effects of commodity financialization on commodity market volatility. Presented at ENSCON’ 20 Online International Congress of Energy Economy and Security, Istanbul, Turkey [Online]

Over the last two decades, it has been witnessed that massive capital flooded into commodity markets, provoking the commodity financialization episode, which turned into a major stimulus for the rapid development of commodity market studies. Moreover... Read More about The effects of commodity financialization on commodity market volatility.

FinTech, SME efficiency and national culture: Evidence from OECD countries (2020)
Journal Article
Abbasi, K., Alam, A., Du, M., & Huynh, T. L. D. (2021). FinTech, SME efficiency and national culture: Evidence from OECD countries. Technological Forecasting and Social Change, 163, Article 120454. https://doi.org/10.1016/j.techfore.2020.120454

Small and Medium Enterprises (SMEs) play a vital role in an economy; therefore, it is important to study the avenues that contribute towards their viability. As a result, we examine the impact of financial technologies (FinTechs) on SME efficiency. U... Read More about FinTech, SME efficiency and national culture: Evidence from OECD countries.

FinTech, SMEs Efficiency and National Culture: Evidence from OECD Countries (2020)
Presentation / Conference Contribution
Abbasi, K., Alam, A., Du, A., & Huynh, T. L. D. (2020, April). FinTech, SMEs Efficiency and National Culture: Evidence from OECD Countries. Presented at International Conference on the Contemporary Issues in Finance, Trade and Macroeconomy (ICOFINT '20), Istanbul, Turkey

Small and Medium Enterprises (SMEs) play a vital role in an economy; therefore, it is important to study the avenues that contribute towards their viability. As a result, we examine the impact of financial technologies (FinTechs) on SME efficiency. U... Read More about FinTech, SMEs Efficiency and National Culture: Evidence from OECD Countries.

Impact of central bank independence and transparency on international equity portfolio allocation: A cross-country analysis (2020)
Journal Article
Kwabi, F. O., Boateng, A., & Du, M. (2020). Impact of central bank independence and transparency on international equity portfolio allocation: A cross-country analysis. International Review of Financial Analysis, 69, Article 101464. https://doi.org/10.1016/j.irfa.2020.101464

In this study, we analyse the effects of central bank independence (CBI) and central bank transparency (CBT) and their interactions with institutional quality on foreign equity portfolio inflows. Employing a dataset from 42 countries over the period... Read More about Impact of central bank independence and transparency on international equity portfolio allocation: A cross-country analysis.