Purpose The increasing globalization and technological advancements have increased the
information spillover on stock markets from various variables. However, there is a dearth of a …

This study contributes to the COVID-19 related literature in finance by examining asymmetric
volatility spillover across stock, Bitcoin, gold and oil markets before and during the COVID …

We examine the risk transmission from the COVID-19 to metal (precious and industrial) and
energy markets using the BEKK-MGARCH model. The findings reveal the significant and …

An important aspect of increased international financial integration is the associated
increase in volatility spillover. Analyzing volatility spillovers from advanced economies to …

Using a two-step VAR asymmetric BEKK GARCH model, this research explores the
asymmetric return and volatility connectedness between gold and several energy markets …

Purpose The study uses the multivariate GARCH-BEKK model (which was first proposed by
Baba et al.(1990) and then further developed by Engle and Kroner (1995)) to examine the …

Purpose Recent trends and developments in Bitcoin have led to a proliferation of studies
that analyzed the Bitcoin returns and volatility; however, the volatility connectedness …

This paper examines global and regional stock market integration in Asia at both the
aggregate and disaggregate (industry) levels by applying the Phillips-Sul (2007) tests for …

This paper explores the impact of capital adequacy on bank profitability in the context of
Basel II Accord implementation in Vietnam. In this study, bank profitability is measured by …

Purpose BRICS (Brazil, Russia, India, China, and South Africa) a group of five emerging
nations that are expected to lead the global economy by the year 2050. The growth potential …