COVID-19 and finance scholarship: A systematic and bibliometric analysis
COVID-19 has posed unprecedented challenges to global finances because of its
unparalleled global scope, with both concomitant shocks as well as the likely altering of risk …
unparalleled global scope, with both concomitant shocks as well as the likely altering of risk …
A bibliometric review of portfolio diversification literature
Portfolio diversification (PD) is attracting increasing attention, as it is becoming more difficult
to optimize portfolios due to growing financial markets integration. To highlight the evolution …
to optimize portfolios due to growing financial markets integration. To highlight the evolution …
COVID-19 pandemic impact on banking sector: A cross-country analysis
This study examines the effects of the COVID-19 outbreak on the performance and stability
of the banking sector. Our sample consists of 2073 banks in 106 countries from 2016Q1 to …
of the banking sector. Our sample consists of 2073 banks in 106 countries from 2016Q1 to …
Evaluating economic recovery by measuring the COVID-19 spillover impact on business practices: evidence from Asian markets intermediaries
J Wang, M Cui, L Chang - Economic Change and Restructuring, 2023 - Springer
The COVID-19 outbreak significantly affected the global economy and energy markets. To
mitigate the shock, maintain financial market stability, and encourage economic recovery …
mitigate the shock, maintain financial market stability, and encourage economic recovery …
Interconnected multilayer networks: Quantifying connectedness among global stock and foreign exchange markets
This paper proposes a novel interconnected multilayer network framework based on
variance decomposition and block aggregation technique, which can be further served as a …
variance decomposition and block aggregation technique, which can be further served as a …
Pandemic-driven financial contagion and investor behavior: Evidence from the COVID-19
Y Yuan, H Wang, X Jin - International Review of Financial Analysis, 2022 - Elsevier
This paper studies the pandemic-driven financial contagion during the COVID-19 period and
the impact of investor behavior on it by constructing three types of direct behavior …
the impact of investor behavior on it by constructing three types of direct behavior …
Dynamic connectedness between non-fungible tokens, decentralized finance, and conventional financial assets in a time-frequency framework
This study examines how the COVID-19 pandemic has affected the connectedness between
non-fungible tokens, decentralized finance coins, traditional financial assets, and …
non-fungible tokens, decentralized finance coins, traditional financial assets, and …
Multidimensional risk spillovers among carbon, energy and nonferrous metals markets: Evidence from the quantile VAR network
Y Zhou, S Wu, Z Zhang - Energy Economics, 2022 - Elsevier
Carbon market attracts much attention due to its unique statue of promoting the
transformation and development of low-carbon economy. In this paper, we investigate the …
transformation and development of low-carbon economy. In this paper, we investigate the …
Novel evidence from APEC countries on stock market integration and volatility spillover: A Diebold and Yilmaz approach
The interconnection of stock markets offers valuable insights into the broader dynamics of
global financial markets. This study uses the Diebold and Yilmaz index model to analyze …
global financial markets. This study uses the Diebold and Yilmaz index model to analyze …
Extreme risk spillovers among traditional financial and FinTech institutions: A complex network perspective
This paper investigates the extreme risk spillovers among US traditional financial and
FinTech institutions by applying complex network analysis methods. Dynamic extreme risk …
FinTech institutions by applying complex network analysis methods. Dynamic extreme risk …