In a nonparametric quantile-on-quantile regression model, we analyze the asymmetric
financial impact of the Russian-Ukrainian conflict-induced geopolitical risk (GPR) on the top …

This study examines the asymmetric relationships between EU sectoral stocks and oil, oil
implied volatility, geopolitical risk, and market sentiment during turbulent times of …

The geopolitical conflict between Russia and Ukraine has noted derailing impacts on
financial markets. Since tensions from geopolitical risks (GPR) can amplify pessimistic views …

This study investigates the asymmetric interdependence between geopolitical risk (GPR)
and the stock markets of the top-seven emerging (E7) countries (ie, Mexico, Russia, Turkey …

We investigate the return and volatility spillovers among NFTs, REITs, and other major
financial assets from January 2019 to November 2022, using connectedness approaches …

The purpose of this study is to investigate the asymmetric effects of economic policy
uncertainty (EPU), geopolitical risk (GPR), and market sentiment (VIX) on European Union …

We examine the co‐movement between exchange rate (EXR) returns and stock (STK)
returns in Africa amid COVID‐19 in a time and frequency domain. Therefore, we employ the …

We examine the static and time-varying spillovers between global commodity sectors,
economic news sentiment, and sub-Saharan African (SSA) equities. In a time-varying …

We examine the time-frequency lead–lag relationships and the degree of integration
between the US financial stress index and global commodity prices (ie, oil, gold, silver, and …

World economies have experienced rise in uncertainties which has caused misalignments
in the already existing nexus between inflation and economic growth. In addition to this, the …