The objective of the study was to investigate the dynamic return spillovers among Asia-
Pacific developed stock markets during the COVID-19 pandemic and Russia-Ukraine crisis …

This study investigates return spillovers in APEC region stock markets influenced by three
major crises (the global financial crisis (GFC), the COVID-19 Pandemic, and the Russia …

Abstract In 2020, COVID-19 broke out and rapidly spread. Not only has it had a serious
impact on society, the global economy and financial markets also suffered. The stock market …

This study investigates the reaction of stock markets to the Covid-19 pandemic and the
Global Financial Crisis of 2008 (GFC) and compares their influence in terms of risk …

The Covid-19 pandemic brings effects to global stock market. Information from one country is
integrated to the whole world which causes the return transmission between stock markets …

The global integration of stock markets creates not only opportunities in market accessibility
but also challenges in portfolio diversification. Therefore, it is crucial to discover less …

This study investigates the returns spillovers across the equity markets of Asian emerging
economies (China, India, Indonesia, Malaysia, Pakistan, Philippines, South Korea, Taiwan …

The convergence of geopolitical tensions and economic disruptions may lead to significant
fluctuations in the stock markets of BRICS countries. Against this background, in order to …

Purpose This study aims to examine the tail connectedness between the Chinese and
Association of Southeast Asian Nations (ASEAN) stock markets. More specifically, the …

Analysis of sectoral connectedness within the stock markets is very pertinent not only for
better portfolio management but also for policy makers. Identifying the net spillover …