In this article, we investigate the dynamic conditional correlations (DCCs) with leverage
effects and volatility spillover effects that consider time difference and long memory of …

COVID-19 has significantly affected the financial and commodity markets. The purpose of
this investigation is to understand the impact of the COVID-19 crisis on Dow Jones and West …

To measure the diversification capability of Bitcoin, this study employs wavelet analysis to
investigate the coherence of Bitcoin price with the equity markets of both the emerging and …

ABSTRACT Novel Coronavirus (COVID-19) has prominently exaggerated the stock markets
of the world. It has distraught the financial and economic constancy of the globe. The study …

The current study analyses the volatility of stock indices of some developing and developed
economies regarding the emerging index of India, Nifty. It also tries to understand the trends …

Purpose The purpose of this paper is to explore the dynamic interdependence structure and
risk spillover effect between the Chinese stock market and the US stock market …

Globalisation and financial development have significantly integrated stock markets
worldwide. A higher degree of interrelatedness and integration provides firms with increased …

Purpose This paper aims to analyze the volatility transmission between an energy stock
index and a financial stock index in emerging markets during recent high instability periods …

This study investigates the interdependent structure between Nigeria and developed stock
market using directed acyclic graph with Bayesian estimation techniques for the period of …

This investigation utilized the VARX-DCC-MEGARCH model assimilated with skewed-t
density to analyze the time-different (ie, daytime, overnight, and daily) connectedness …