A bibliometric review of financial market integration literature
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 …
covering 260 articles from 1981 to 2021. Our review consists of quantitative analysis of …
Can sustainable investment yield better financial returns: A comparative study of ESG indices and MSCI indices
M Jain, GD Sharma, M Srivastava - Risks, 2019 - mdpi.com
'Sustainable investment'—includes a variety of asset classes selected while caring for the
causes of environmental, social, and governance (ESG). It is an investment strategy that …
causes of environmental, social, and governance (ESG). It is an investment strategy that …
COVID-19 pandemic, oil prices, stock market, geopolitical risk and policy uncertainty nexus in the US economy: Fresh evidence from the wavelet-based approach
In this paper, we analyze the connectedness between the recent spread of COVID-19, oil
price volatility shock, the stock market, geopolitical risk and economic policy uncertainty in …
price volatility shock, the stock market, geopolitical risk and economic policy uncertainty in …
Financial contagion during COVID–19 crisis
This study examines how financial contagion occurs through financial and nonfinancial firms
between China and G7 countries during the COVID–19 period. The empirical results show …
between China and G7 countries during the COVID–19 period. The empirical results show …
The impacts of the Russia–Ukraine invasion on global markets and commodities: a dynamic connectedness among G7 and BRIC markets
The conflict between Russia and Ukraine has been causing knock-on effects worldwide. The
supply and price of major commodity markets (oil, gas, platinum, gold, and silver) have been …
supply and price of major commodity markets (oil, gas, platinum, gold, and silver) have been …
Exploring the dynamic relationships between cryptocurrencies and other financial assets
We analyse, in the time and frequency domains, the relationships between three popular
cryptocurrencies and a variety of other financial assets. We find evidence of the relative …
cryptocurrencies and a variety of other financial assets. We find evidence of the relative …
The impact of COVID-19 pandemic upon stability and sequential irregularity of equity and cryptocurrency markets
We explore the evolution of the informational efficiency in 45 cryptocurrency markets and 16
international stock markets before and during COVID-19 pandemic. The measures of …
international stock markets before and during COVID-19 pandemic. The measures of …
Rethinking financial contagion: Information transmission mechanism during the COVID-19 pandemic
Rapidly growing numbers of empirical papers assessing the financial effects of COVID-19
pandemic triggered an urgent need for a study summarising the existing knowledge of …
pandemic triggered an urgent need for a study summarising the existing knowledge of …
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 …
Do global factors impact BRICS stock markets? A quantile regression approach
This paper examines the dependence structure between the emerging stock markets of the
BRICS countries and influential global factors. Using the quantile regression approach, our …
BRICS countries and influential global factors. Using the quantile regression approach, our …