We undertake a meta-literature review on the topic of financial market integration (FMI),
covering 260 articles from 1981 to 2021. Our review consists of quantitative analysis of …

Research background: Covid-19 pandemic had a strong impact on the economy and capital
market. In times of crisis, it is important for investors to be able to diversify their investment …

This study employ the wavelets multiple correlation and wavelets cross-correlations
techniques to investigate the co-movement and interdependence structure across seven …

Purpose The authors examine network features such as connectivity, centrality, adjacency
matrices, closeness and betweenness measures through a variety of indicators. The results …

We introduce a new language representation model in finance called Financial Embedding
Analysis of Sentiment (FinEAS). In financial markets, news and investor sentiment are …

The collapse of Silicon Valley Bank in 2023 was historically significant, and based on past
experiences with similar banking sector shocks, it is widely expected to trigger domino …

This paper explores the impact of monetary policy on the integration of the equity markets of
the five largest economies of the Eurozone. We show that a rise in leverage and …

This study evaluates the co-movement and volatility transmission between the two leading
stock exchanges in Africa-the JSE and the NSE. The study is motivated by the need to …

This article examines the linkage and possible portfolio diversification benefits among
socially responsible investment markets from various green cryptocurrencies. There is weak …

This paper explores the impact of monetary policy on the integration of the equity markets of
the five largest economies of the Eurozone. We show that a rise in leverage and …