This work aims to study the time-frequency relationship between the recent COVID-19
pandemic and instabilities in oil price and the stock market, geopolitical risks, and …

This paper examines the asymmetric return spillovers between crude oil futures, gold futures
and ten sector stock markets of China. The results show using the spillover index of Diebold …

This paper investigates the higher-order moment risk connectedness between West Texas
Intermediate (WTI) oil futures, Brent oil futures, Chinese oil futures and commodity futures …

Controlling for the polarity and subjectivity of social media data based on the development of
the COVID-19 outbreak, we analyse the relationships between the largest cryptocurrencies …

This paper proposes a new approach to estimating investor sentiments and their
implications for the global financial markets. Contextualising the COVID-19 pandemic, we …

We explore whether financing constraints affected the ways in which small and medium-
sized enterprises navigated through the economic disruptions caused by the COVID-19 …

We examine the interactions between cryptocurrency price volatility and liquidity during the
outbreak of the COVID-19 pandemic. Evidence suggests that these developing digital …

Across the globe, COVID-19 has disrupted the financial markets, making them more volatile.
Thus, this paper examines the market volatility and asymmetric behavior of Bitcoin, EUR …

The cryptocurrency market has enormous growth potential. In this study, the aim is to
investigate how the news (shocks) affects cryptocurrency market volatility. This is significant …

This study investigates the dynamic mechanism of financial markets on volatility spillovers
across eight major cryptocurrency returns, namely Bitcoin, Ethereum, Stellar, Ripple, Tether …