This paper investigates the relationships between the global oil market, stock markets, and
economic policy, focusing on China and the US. We use a time-varying parameter stochastic …

This paper aims to investigate the impacts of the COVID-19 pandemic and Russia-Ukraine
war on the interconnectedness between the US and China stock markets, major …

In contrast to the extant literature on returns, volumes, and volatility spillovers, we examine
the crash risk connectedness of 13 commodity markets in the energy, metal, and agricultural …

Viewing the development of the stock market in Ukraine, the economy, which world financial
organizations characterize as small and open, is largely determined by the trends formed by …

This study investigates the spillover effects between foreign capital in China's stock market
and 11 other financial assets (eg, major stock markets, financial products, and interest rates) …

In the post-pandemic period, intense fluctuations in interest rates, inflation, and prices were
observed in many countries around the world. This study was conducted to analyze the …

China's export benefits from the significant fiscal stimulus in the United States. This paper
analyzes the global spillover effect of the American economy on China's macro-economy …

This study aims to examine the effect of investor sentiment on stock market crash risk in the
Asia–Pacific region. The research employs principal components analysis (PCA) to …

This article effectively identifies the high and low volatility state of asset prices in China by
constructing the MS‐AR model, and further investigates the relationship between different …

As the two largest economies in the world, the investor sentiment and stock return of China
and the United States are the focus of global attention. In this paper, we study the dynamic …