International stock market risk contagion during the COVID-19 pandemic
Y Liu, Y Wei, Q Wang, Y Liu - Finance Research Letters, 2022 - Elsevier
This paper examines the risk contagion among international stock markets during the
COVID-19 pandemic by using the realized volatility information from sixteen major stock …
COVID-19 pandemic by using the realized volatility information from sixteen major stock …
The impact of the Russia-Ukraine conflict on market efficiency: Evidence for the developed stock market
This paper investigates the impact of the Russia-Ukraine conflict on the stock market
efficiency of six developed countries. The sample is composed of daily stock index data from …
efficiency of six developed countries. The sample is composed of daily stock index data from …
[HTML][HTML] Cryptocurrency market efficiency in short-and long-term horizons during COVID-19: An asymmetric multifractal analysis approach
S Kakinaka, K Umeno - Finance Research Letters, 2022 - Elsevier
This study investigates asymmetric multifractality and market efficiency of the major
cryptocurrencies during the COVID-19 pandemic while accounting for different investment …
cryptocurrencies during the COVID-19 pandemic while accounting for different investment …
[HTML][HTML] NFTs, DeFi, and other assets efficiency and volatility dynamics: An asymmetric multifractality analysis
This paper examines the efficiency and asymmetric multifractal features of NFTs, DeFi,
cryptocurrencies, and traditional assets using Asymmetric Multifractal Cross-Correlations …
cryptocurrencies, and traditional assets using Asymmetric Multifractal Cross-Correlations …
Value investing versus other investment strategies: A volatility spillover approach and portfolio hedging strategies for investors
Motivated by the incessant demand for portfolio diversification, this study examines the
connectedness between value and diverse types of stocks (growth, momentum, ESG, high …
connectedness between value and diverse types of stocks (growth, momentum, ESG, high …
Volatility spillovers from the Chinese stock market to the US stock market: The role of the COVID-19 pandemic
The COVID-19 pandemic, which originated in Wuhan, China, precipitated the stock market
crash of March 2020. According to published global data, the US has been most affected by …
crash of March 2020. According to published global data, the US has been most affected by …
COVID-19, Russia-Ukraine war and interconnectedness between stock and crypto markets: a wavelet-based analysis
W Frikha, M Brahim, A Jeribi… - Journal of Business …, 2023 - Taylor & Francis
This paper aims to investigate the impacts of the COVID-19 pandemic and Russia-Ukraine
war on the interconnectedness between the US and China stock markets, major …
war on the interconnectedness between the US and China stock markets, major …
Quantile connectedness between Sukuk bonds and the impact of COVID-19
The purpose of this study is to investigate the return connectedness in the median, left, and
right tail, using the novel methodology of quantile-based connectedness proposed by Ando …
right tail, using the novel methodology of quantile-based connectedness proposed by Ando …
The footprints of Russia–Ukraine war on the intraday (in) efficiency of energy markets: a multifractal analysis
The footprints of Russia–Ukraine war on the intraday (in)efficiency of energy markets: a
multifractal analysis | Emerald Insight Books and journals Case studies Expert Briefings Open …
multifractal analysis | Emerald Insight Books and journals Case studies Expert Briefings Open …
Insights from the (in) efficiency of chinese sectoral indices during covid-19
This article evaluates the effects of the crisis caused by the new Coronavirus (COVID-19) on
the Chinese sectoral indices. Using the complexity–entropy plane methodology, we find that …
the Chinese sectoral indices. Using the complexity–entropy plane methodology, we find that …