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    <title>EconStor Collection:</title>
    <link>https://hdl.handle.net/10419/176392</link>
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        <rdf:li rdf:resource="https://hdl.handle.net/10419/237286" />
        <rdf:li rdf:resource="https://hdl.handle.net/10419/237260" />
        <rdf:li rdf:resource="https://hdl.handle.net/10419/237270" />
        <rdf:li rdf:resource="https://hdl.handle.net/10419/237279" />
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    <dc:date>2026-04-28T11:25:38Z</dc:date>
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  <item rdf:about="https://hdl.handle.net/10419/237286">
    <title>Belt and Road (B&amp;R) initiative and its impact on financial research: Introduction to the issue</title>
    <link>https://hdl.handle.net/10419/237286</link>
    <description>Title: Belt and Road (B&amp;R) initiative and its impact on financial research: Introduction to the issue
Authors: Dong, Yan</description>
    <dc:date>2021-01-01T00:00:00Z</dc:date>
  </item>
  <item rdf:about="https://hdl.handle.net/10419/237260">
    <title>Cryptocurrencies, gold, and WTI crude oil market efficiency: A dynamic analysis based on the adaptive market hypothesis</title>
    <link>https://hdl.handle.net/10419/237260</link>
    <description>Title: Cryptocurrencies, gold, and WTI crude oil market efficiency: A dynamic analysis based on the adaptive market hypothesis
Authors: Mirzaee Ghazani, Majid; Jafari, Mohammad Ali
Abstract: This study examined the evolving oil market efficiency by applying daily historical data to the three benchmark cryptocurrencies (Bitcoin, Ethereum, and Ripple), gold, and West Texas Intermediate (WTI) crude oil. The data coverage of daily returns was from August 2015 to April 2019. We applied two alternative tests to examine linear and nonlinear dependency, i.e., automatic portmanteau and generalized spectral tests. The analysis of observed results validated the adaptive market hypothesis (AMH) in all markets, but the degree of adaptability between the data was different. In this study, we also analyzed the existence of evolutionary behavior in the market. To achieve this goal, we checked the results by applying the rolling-window method with three different window lengths (50, 100, and 150 days) on the test statistics, which was consistent with the findings of AMH.</description>
    <dc:date>2021-01-01T00:00:00Z</dc:date>
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  <item rdf:about="https://hdl.handle.net/10419/237270">
    <title>Fintech investments in European banks: A hybrid IT2 fuzzy multidimensional decision-making approach</title>
    <link>https://hdl.handle.net/10419/237270</link>
    <description>Title: Fintech investments in European banks: A hybrid IT2 fuzzy multidimensional decision-making approach
Authors: Kou, Gang; Akdeniz, Özlem Olgu; Dinçer, Hasan; Yüksel, Serhat
Abstract: Financial technology (Fintech) makes a significant contribution to the financial system by reducing costs, providing higher quality services and increasing customer satisfaction. Hence, new studies play an essential role to improve Fintech investments. This study evaluates Fintech-based investments of European banking services with an application of an original methodology that considers interval type-2 (IT2) fuzzy decision-making trial and evaluation laboratory and IT2 fuzzy TOPSIS models. Empirical findings are controlled for consistency by applying the VIKOR method. Moreover, we conduct a sensitivity analysis by considering six distinct cases. This study contributes to the existing literature by identifying the most important Fintech-based investment alternatives to improve the financial performance of European banks. Our empirical findings illustrate that results are coherent, reliable, and identify "competitive advantage" as the most important factor among Fintech-based determinants. Moreover, "payment and money transferring systems" are the most important Fintech-based investment alternatives. It is recommended that, among Fintech-based investments, European banks should mainly focus on payment and money transferring alternatives to attract the attention of customers and satisfy their expectations. This is also believed to have a positive impact on the ease of bank' receivable collection. Another important point is that Fintech-based investments in money transferring systems could help to decrease costs.</description>
    <dc:date>2021-01-01T00:00:00Z</dc:date>
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  <item rdf:about="https://hdl.handle.net/10419/237279">
    <title>Do the RMB exchange rate and global commodity prices have asymmetric or symmetric effects on China's stock prices?</title>
    <link>https://hdl.handle.net/10419/237279</link>
    <description>Title: Do the RMB exchange rate and global commodity prices have asymmetric or symmetric effects on China's stock prices?
Authors: Long, Shaobo; Zhang, Mengxue; Li, Keaobo; Wu, Shuyu
Abstract: With the rapid expansion of the RMB exchange rate's floating range, the effects of the RMB exchange rate and global commodity price changes on China's stock prices are likely to increase. This study uses both auto regressive distributed lag (ARDL) and nonlinear ARDL (NARDL) approaches to explore the symmetric and asymmetric effects of the RMB exchange rate and global commodity prices on China's stock prices. Our findings show that without considering the critical variable of global commodity prices, there is no cointegration relationship between the RMB exchange rate and China's stock prices, and the coefficient of the RMB exchange rate is not statistically significant. However, when we introduce global commodity prices into the NARDL model, the result shows that the RMB exchange rate has a negative effect on China's stock prices, that there indeed exists a long-run cointegration relationship among the RMB exchange rate, global commodity prices, and stock prices in the NARDL model, and that global commodity price changes have an asymmetric effect on China's stock prices in the long run. Specifically, China's stock prices are more sensitive to increases than decreases in global commodity prices. Thus, increases in global commodity prices cause China's stock prices to decline sharply. In contrast, the same magnitude of decline in global commodity prices induces a smaller increase in China's stock prices.</description>
    <dc:date>2021-01-01T00:00:00Z</dc:date>
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