Owing to the growing importance of socially responsible investments in the wake of climate
change mitigation goals, we estimate the asymmetric time-and frequency-spillovers between …

Utilising Chinese-developed data based on long-standing influenza indices, and the more
recently-developed coronavirus and face mask indices, we set out to test for the presence of …

Sažetak This paper examines the financial cointegration and spillover effect of the global
financial crisis to emerging Asian financial markets (India, China, Pakistan, Malaysia, Russia …

In this paper, we quantify the extreme connectedness between agricultural commodity prices
with food and beverage stock market returns. We find that the connectedness of returns …

Purpose This paper aims to study the daily returns and volatility spillover effects in common
stock prices between China and four countries in Southeast Asia (Vietnam, Thailand …

This paper investigates the stock market co-movements between China and its 12 trading
partners in the Asia-Pacific region after the Global Financial Crisis. The Dynamic Conditional …

Purpose The study uses the multivariate GARCH-BEKK model (which was first proposed by
Baba et al.(1990) and then further developed by Engle and Kroner (1995)) to examine the …

This paper examines the spillover effect from Chinese stock market to select emerging
economies to check the diversification opportunities. The study analysed the data in three …

In this paper, we quantify the directional spillovers from sukuk (Islamic bond) markets to
Shariah-compliant equity markets and vice versa. The directions and magnitudes of …

This paper investigates the evolutions and determinants of volatility spillover dynamics in G7
stock markets in a time-frequency framework. We decompose volatility spillovers into short …