With the steady growth in the data set on the COVID‐19 pandemic, empirical works that
employ novel and yet appropriate statistical techniques to corroborate previous findings of …

We quantify the dependence between real estate indices and global economic policy
uncertainty for 12 top-advanced countries. Generally, real estate investments are found to be …

We examine the information transfer dynamics between global commodity and African
equity markets to test their efficiency levels in a denoised transfer entropy approach. Our …

The flow of information between markets is important to guide investors and policymakers in
the effective allocation of assets and proactive market regulation, respectively. This study …

The rapidly increasing scientific research on the stock market and the visible impact of
media on equity prices are nowadays in limelight. To a greater extent, causal analysis can …

This study investigates the return and volatility spillovers between BRICS bonds and oil
price volatility in the pre-COVID and during COVID periods by employing the bivariate …

The purpose of this research is to compare the risk transfer structure in Central and Eastern
European and Western European stock markets during the 2007–2009 financial crisis and …

This study evaluates the links between representative indices of companies with high
environmental performance and the propensity of such indices to economic and financial …

The information flow between markets is important to guide investors and policymakers in
the effective allocation of assets and proactive market regulation, respectively. This study …

The political regimes that emerged from the 1989–1990 transitions needed a strong
financial market system to support the economic transformation of previously-centralized …