We undertake a meta-literature review on the topic of financial market integration (FMI),
covering 260 articles from 1981 to 2021. Our review consists of quantitative analysis of …

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 …

This paper examines the dynamic asymmetric volatility connectedness among ten US stock
sectors (Consumer Goods, Consumer Services, Financials, Health Care, Materials, Oil and …

In this research, statistical models are formulated to study the effect of the health crisis
arising from COVID-19 in global markets. Breakpoints in the price series of stock indexes are …

This study uses directed acyclic graph and spillover index models to find significant
evidence of both implied volatility contagion and spillovers. First, we observe strong regional …

This paper studies risk transmissions in six global markets: the US, Japan, Canada,
Germany, the UK, and France. The paper distinguishes between the good volatility from …

This study examines the dynamic dependence structure via return and volatility spillovers
between BRIC (Brazil, Russia, India, and China) and global markets (USA, Europe, and …

Does geography matter for the transmission and experience of financial crises, or does our
modern globalised world display uniformity in how world-wide financial shocks affect …

An increasing involvement of the Asian market in the global context plays a fundamental role
in spreading shocks across the financial system. This paper examines the extent of …

The need to compare and contrast emerging market economies (EMEs) has never been
greater, especially following shocks to the global financial system. The quest to characterise …