Motivated by the recent bifurcation between environmental-friendly and non-friendly
cryptocurrencies, we examine the spillovers between Green-Dirty cryptocurrencies and …

This study empirically assesses the dynamics of variation in economic policy uncertainty
over the financial markets of BRIC countries, including Brazil, Russia, India, and China …

This study examines potential tail spillovers between insurance tokens and conventional
stocks using the quantile connectedness approach by Ando et al.(2022). In particular, this …

This study explores the connectedness between major oil-producing and consuming
countries' stock markets (United States, China, Russia, India) and different oil shocks …

This paper uses the Quantile Vector-Autoregressive (Q-VAR) technique to examine the
connectedness between three regional (North America, Europe and Asia-Pacific) …

In contrast to the extant literature on returns, volumes, and volatility spillovers, we examine
the crash risk connectedness of 13 commodity markets in the energy, metal, and agricultural …

This paper introduces a novel model to analyze the impact of macroeconomic shocks on
volatility spillovers within key financial markets, such as Stock, Bond, Gold and Crude Oil. By …

Underlying volatility of cryptocurrency markets motivated this study to unveil the nexus with
precious metals using multi-step analysis of GJR-GARCH, quantile connectedness, hedge …

Purpose This study aims at exploring the nexus between herding behavior and the spillover
effect in G7 and BRICS stock markets. Design/methodology/approach The authors used the …

Abstract The Russia–Ukraine conflict highlighted how important energy is for the
surveillance of economies worldwide. Both war and economic sanctions inevitably affected …