The ongoing Covid-19 pandemic has been exerting negative effects on several economies
in 2020. Therefore, it is of paramount importance to examine the impact of this pandemic on …

We analyze return and volatility connectedness of the rising green asset and the well-
established US industry stock and commodity markets from September 2010 to July 2021 …

Using the spillover index approach and its variants, we examine both static and dynamic
volatility connectedness among eight typical cryptocurrencies. The results reveal that their …

This paper proposes a new approach to estimating investor sentiments and their
implications for the global financial markets. Contextualising the COVID-19 pandemic, we …

The development of digital finance reshapes the competition pattern of banking. This paper
uses a sample of 287 cities in China over the 2011–2019 period to analyze the effect of …

We propose multilayer networks, including an investor sentiment layer and a stock return
layer, to study similarities and differences between investor sentiment connectedness and …

We propose multilayer information spillover networks, including return spillover layer,
volatility spillover layer, and extreme risk spillover layer in the variance decomposition …

This paper shows how sectors in the Chinese stock market are connected and investigates
risk spillovers across these sectors. Using graph theory and a recently developed time …

We propose multilayer networks in the frequency domain, including the short-term, medium-
term, and long-term layers, to investigate the extreme risk connectedness among financial …

This article investigates the volatility connectedness of the Eurozone banking system over
the last 15 years (from 2005 to 2020). Applying the Diebold-Yilmaz Connectedness Index …