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 …
K Shehzad, L Xiaoxing, H Kazouz… - … Finance & Investment, 2022 - Taylor & Francis
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 …
N Nathani, SV Kushwah - World Review of Science …, 2022 - inderscienceonline.com
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 …
M Chen, Y Zhou - International Journal of Emerging Markets, 2022 - emerald.com
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 …
D Oluseun Olayungbo, MAS Al-Faryan… - Journal of African …, 2024 - Taylor & Francis
This study investigates the interdependent structure between Nigeria and developed stock market using directed acyclic graph with Bayesian estimation techniques for the period of …
X Liu, K Shehzad - Journal of Applied Economics, 2023 - Taylor & Francis
This investigation utilized the VARX-DCC-MEGARCH model assimilated with skewed-t density to analyze the time-different (ie, daytime, overnight, and daily) connectedness …