Despite a large number of studies examining the relationship between corporate social
responsibility disclosure (CSRD) and corporate financial performance (CFP), the literature …

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 …

This study compares the impact of Chinese and US economic policy uncertainty
(EPU)(proxied by the EPU index) on the volatility of 11 major stock markets. Unlike previous …

Purpose This paper aims to estimate a statistical model of the country risk determination as
represented by the country price earnings ratio (PE) to identify potentially mispriced …

This study aims to examine the macro-financial dynamics of the time-varying co-movements
between the daily stock market returns of G7 and BRICS-T countries using a two-step …

The study examines the value addition provided by frontier markets vis-à-vis emerging
markets in improving the diversification benefits of an international portfolio. The analysis is …

This study examines the static and time-varying cointegration between Mexico, Indonesia,
Nigeria, and Turkey (MINT), and developed stock markets in USA and Japan by applying …

This study examines the potential risks of the Belt and Road Initiative (BRI) on the
comovements of international stock markets. Using stock markets of related countries as a …

The intricate network of global interconnections and interdependencies unveils the profound
implications of conflicts on a global scale, affecting financial, energy, and environmental …

This study extends extant discussions on regional integration by exploring risk spillovers
between news-based panic sentiment and stock market volatility among Regional …