This paper investigates the volatility spillover effects and the dynamic relationships among
WTI crude oil, gold and the Chinese stock markets of new energy vehicle, environmental …

This paper examines the dynamics of spillover effects on realized estimators of return
distributions across US stock, crude oil and gold markets. Using 5-min data from April 11 …

With the spread of Covid-19, investors' expectations changed during 2020, as well as
financial markets' policy responses and the structure of global financial intermediation itself …

This study aims to bridge the gap that has remained unfilled after the initial scrutiny and
reporting of the damaging effects of Covid-19 on financial markets. The study analyzes 10 …

Being the health pandemic with the highest impact on the global financial market, the recent
COVID-19 pandemic has led to significant risk transmissions across stock markets. Although …

Stock markets have exhibited increased returns connectedness during the COVID-19
period. We examine the returns dependence among 42 stock markets classified under …

This paper investigates connectedness in option implied moments, such as volatility,
skewness, and kurtosis across precious metals (gold, silver) and energy (crude oil and …

This study presents a thorough investigation of the relationship between the coronavirus
disease 2019 (COVID-19) and daily stock price changes. We use several types of COVID-19 …

We analyze the correlation between different assets in the cryptocurrency market throughout
different phases, specifically bearish and bullish periods. Taking advantage of a fine-grained …

Financial markets integration has resulted in high interconnectedness among the BRICS
stock markets, which minimizes diversification potentials. This has increased investors' …