In a nonparametric quantile-on-quantile regression model, we analyze the asymmetric
financial impact of the Russian-Ukrainian conflict-induced geopolitical risk (GPR) on the top …

This study examines the asymmetric relationships between EU sectoral stocks and oil, oil
implied volatility, geopolitical risk, and market sentiment during turbulent times of …

This study investigates tail dependence among five major cryptocurrencies, namely Bitcoin,
Ethereum, Litecoin, Ripple, and Bitcoin Cash, and uncertainties in the gold, oil, and equity …

Do stablecoins mean anything to risk management across financial markets? We answer
this question by examining the interrelationships between stocks, treasuries, stablecoins …

This paper examines the quantile connectedness between energy transition metals, defined
as those needed for the transition from dirty to clean energy, and global economic and …

This study investigates the asymmetric interdependence between geopolitical risk (GPR)
and the stock markets of the top-seven emerging (E7) countries (ie, Mexico, Russia, Turkey …

The interplay between energy and agricultural commodities and the responses of
agricultural commodities to global uncertainty factors have been receiving increasing …

This paper examines extreme return and volatility connectedness among real estate tokens,
REITs, and other assets while accounting for global uncertainties' effect on connectedness …

Geopolitical risk (GPR) significantly impacts cross-market risk spillovers in global financial
markets. However, the existing literature has relatively little empirical evidence on the risk …

This paper examines return spillovers within and between different DeFi, cryptocurrency,
stock, and safe-haven assets. For the period January 2019 to March 2022, we find that DeFi …