This article investigates the fractal contagion effect of the COVID-19 pandemic on the stock
markets. The stock market information of the top 32 coronavirus affected economies (as of …

The rapid development of cryptocurrencies has drawn attention to this particular market, with
investors trying to understand its behaviour and researchers trying to explain it. The …

The relationship between oil prices and stock markets is commonly studied, in order to
understand how financial markets are influenced by this important real asset. The evidence …

How stock markets relate to each other is very important because this could have positive
effects (such as enhancing economic growth) but also negative effects (possible contagion …

Abstract The United Kingdom voted to leave the European Union on 23 June 2016, which
led to a notable shift in the financial markets. This study investigates the dynamic linkages …

This essay aims to analyze the impact of the 2020 global pandemic on the memory
properties of the Eastern Europe stock markets, from the period between 1 January 2016 to …

This study assesses the effects of the US financial and the Eurozone debt crises on a large
set of frontier stock markets. Detrended Cross Correlation Analysis (DCCA) and Detrended …

While several studies evaluate the impacts of the novel coronavirus pandemic on different
markets, it is worth the while to also examine its contagion (fractal) effect on the top (based …

Considering the importance of continuously analysing stock market integration, and based
on an earlier study, this paper adopts a sliding windows approach, jointly with the Detrended …

We analyze the auto-correlations of all European Union (EU) indices and the cross-
correlation between the UK stock market and the other EU markets. This analysis took into …