We examine the time-frequency spillovers, contagion, and pairwise interrelations between
the BRIC index and its constituents, and between BRIC and G7 economies. The extent of …

This study uses time-frequency analysis to examine directional connectedness between US
sector equity ETFs, oil, gold, stock market, and uncertainty factors over the short and long …

This paper investigates the potential hedging and safe-haven properties of several
alternative investment assets, including gold, Bitcoin, oil, and the oil price volatility index …

This article examines the return and volatility spillover effects among the S&P 500, crude oil,
and gold by employing the spillover index of Diebold and Yilmaz (2012). Monthly realized …

The characteristics and dependence structures of financial cycles have become a central
issue in macroeconomic policy. Our study quantifies the dependence of financial cycles in …

The propagation of tail risks poses a significant threat to global financial stability. Although a
growing body of literature studies tail connectedness across global stock markets, little …

This study empirically investigates and contributes new evidence to the ongoing topic of
potential volatility spillover, efficient portfolio management, and hedging strategies. We …

Uncovering the risk-transmitting path within economic sectors in China is crucial for
understanding the stability of the Chinese economic system, especially under the current …

The objective of this study was to investigate the evidence of information bias and its
spillover effects on the stock market returns of the Asia Pacific region. This study analyzed …

This paper explores the dynamic conditional correlation and volatility linkage between
Islamic indexes and oil for BRIC countries. Correlations between these assets increase …