This study examines the within-industry and global volatility connectivity of the South African
equity market during a major domestic energy crisis (load-shedding) and the COVID-19 …

We studied the relationship between sustainable investment indexes and examine whether
this relationship varies in bullish, bearish, and stable financial markets. To understand this …

The growing prominence of generating a well-diversified portfolio by holding securities from
multi-asset markets has, over the years, drawn criticism. Various financial market events …

In this study, we employed a developed Fractional Cointegrating Vector Autoregressive
(FCVAR) model to analyze the relationship between three different securities, ie, housing …

This study explores the strategic implications of global financial market spillovers on the
Dhaka Stock Exchange (DSE), with a particular emphasis on the financial markets of …

COVID-19 triggered a worldwide economic decline and raised concerns regarding its
economic consequences on stock markets across the globe, notably on the Malaysian stock …

This study examines the Palestine-Israel conflict's effects on Middle Eastern financial
markets, including conventional and Islamic indices. Employing wavelet cross-correlation …

We used the Markov switching regression model to establish a relationship between the
conditional stock market returns and macroeconomic volatilities. Monthly data from thirteen …

This paper focuses on the volatility spillover effects amongst emerging African stock
exchange markets, modelling the stock returns volatility using both univariate and …