This study investigates the dynamic connectedness between stock indices and the effect of
economic policy uncertainty (EPU) in eight countries where COVID-19 was most widespread …

Utilising Chinese-developed data based on long-standing influenza indices, and the more
recently-developed coronavirus and face mask indices, we set out to test for the presence of …

Using the spillover index approach and its variants, we examine both static and dynamic
volatility connectedness among eight typical cryptocurrencies. The results reveal that their …

This paper contributes to the current debate on the empirical validity of the decoupling
hypothesis of the Islamic stock market from its mainstream counterparts by examining return …

This study uses time-frequency analysis to examine directional connectedness between US
sector equity ETFs, oil, gold, stock market, and uncertainty factors over the short and long …

This study examines the spillover role of the implied volatilities of oil, gold, and the stock
market with US equity sectors. Using time and frequency-based spillover methods, we find …

We investigate dynamic integration and risk transmission among major global financial
markets around the Russia-Ukraine conflict by implementing the TVP-VAR frequency model …

This study investigates the pattern of spillover and connectedness between a broad set of
financial assets (equities, commodities, bonds, and VIX) and its implications for portfolio …

The Pearson correlation coefficient is used by many researchers to construct complex
financial networks. However, it is difficult to capture the structural characteristics of financial …

We examine the predictive power of implied volatility in the commodity and major developed
stock markets for the implied volatility in individual BRICS stock markets. We use daily data …