This study combined time-varying parameter vector autoregression (TVP-VAR) and a
spillover index model to analyze the static, total, and net spillover effects of energy and stock …

This study investigates the reaction of stock markets to the Covid-19 pandemic and the
Global Financial Crisis of 2008 (GFC) and compares their influence in terms of risk …

Purpose This study investigate the return and volatility spillover among agricultural
commodities and emerging stock markets during various crises, including the COVID-19 …

The purpose of the study is to determine the impact of the COVID‑19 pandemic on the
market response, measured by abnormal returns, cumulative abnormal returns and average …

To assess the resiliency of stock price indices during the COVID-19 crisis, this study
provides a distinctive perspective; that is, we evaluate the ability of stock price indices to …

Purpose This paper aims to analyze the impact of Covid-19 on the stock market volatility and
uncertainty during the first and second waves. Design/methodology/approach This study has …

This paper examines the short-term market reaction of the airline industry to the declaration
of COVID-19 as a global pandemic and to the announcements of the effectiveness of COVID …

The present study investigates the degree of market responses through the scope of
investors' sentiment during the COVID-19 pandemic across G20 markets by constructing a …

The sudden COVID-19 pandemic sent shockwaves through international markets. This
paper studies the relation between multinationality and risk. While IB literature agrees that …

This article is the first one to examine the moderating role of bitcoin sentiment indices on the
short term and long-term time–frequency-based good and bad network connectedness of all …