This study examines the impact of global geopolitical risk on connectedness among major
natural resource commodities. We implemented a Quantile Vector Autoregressive …

The attractiveness of the equities of the Islamic faith-compliant companies as a hedge or
possible diversifier has been underscored; however, there is a lack of empirical research on …

We employ a frequency‐dependent asymmetric and causality analysis to investigate the
connectedness between gold and cryptocurrencies during the COVID‐19 pandemic. Hence …

Financial markets integration has resulted in high interconnectedness among the BRICS
stock markets, which minimizes diversification potentials. This has increased investors' …

There has been increasing interests in the sustainable way of investing as enjoined by
several sustainability initiatives. However, investors require effective portfolio diversification …

We examine the time-frequency lead–lag relationships and the degree of integration
between the US financial stress index and global commodity prices (ie, oil, gold, silver, and …

We examine the interdependence of systematic risk in twenty emerging market economies.
The interdependence structures are performed for subregional and regional categorizations …

World economies have experienced rise in uncertainties which has caused misalignments
in the already existing nexus between inflation and economic growth. In addition to this, the …

The COVID-19 pandemic has devastated nearly every sector of the global economy. The
research seeks to examine the COVID-19 pandemic's effects on economy and its …

The information flow between BRIC and relevant volatilities constitutes a complex network,
which needs comprehensive analysis. We provide a rigorous investigation of information …