This paper examines the dynamic short-and long-run asymmetric interactions and causality
between real economic activity and stock and gold markets volatility shocks using both the …

In this study, we investigate the dynamic connectedness between the volatility of Northeast
Asia, namely South Korea, Japan, China, and the United States (US). Specifically, we …

Since the breakdown of the Bretton Woods system in the early 1970s, the foreign exchange
(FX) market has become an important focus of both academic and practical research. There …

Credit risk linkage has primarily been examined from the lens of developed country markets
and using volatility index. In this paper, we investigate the interconnectedness and causality …

We investigate the topology of sectoral returns in the US stock market using minimum
spanning tree (MST) analysis. We examine four distinct time periods: the full period, the …

This study investigates the dependence between extreme returns of West Texas
Intermediate (WTI) crude oil prices and the Crude Oil Volatility Index (OVX) changes as well …

Purpose The purpose of this paper is to examine the volatility spillover and lead-lag
relationship between the Chicago Board Options Exchange volatility index (VIX) and the …

The linkages between the US and China, the world's two major agricultural powers, have
brought great uncertainty to the global food markets. Inspired by these, this paper examines …

This study examined the asymmetrical implications of gold and oil prices, as well as the
implied volatility that goes along with them, on the performance of Pakistan's stock market. It …

We examine the daily dependence and directional predictability between the returns of
crude oil and the Crude Oil Volatility Index (OVX). Unlike previous studies, we apply a …