This paper examines the impact of the novel coronavirus (COVID-19) on the degree and
structure of risk-return dependence in the US. The results from quantile regression (QR) …

Based on daily data from 28 June 1990 to 31 October 2018, we investigate the asymmetric
effects of geopolitical risks on energy (crude oil, gas and heating oil) returns and volatility …

This paper investigates the impact of crude oil shocks and China's economic policy
uncertainty on stock returns at different locations on the return distributions. Based on …

This study analyzes the volatility impact of the Chicago Board Options Exchange Volatility
Index (VIX) on the global banking sector during the Global Financial Crisis (GFC), COVID …

This paper examines the dependence structure between the emerging stock markets of the
BRICS countries and influential global factors. Using the quantile regression approach, our …

We examine the effects of international (US based) economic policy uncertainty, geopolitical
risk and financial stress alike on the emerging stock markets. We consider 24 emerging …

Much significant research has been done to study the links between gold returns and the
returns of other asset classes in times of economic crisis and high uncertainty. We contribute …

This paper explores the dependence between real crude oil price changes and Chinese
real industry stock market returns based on the monthly data from 1994/03 to 2014/06. We …

Purpose The outbreak and the spreading of the COVID-19 pandemic have impacted the
global financial sector, including the alternative clean and renewable energy sector. This …

In this research, we study the multifractality, long-memory process, and efficiency hypothesis
of six major cryptocurrencies (Bitcoin, Ethereum, Monero, Dash, Litecoin, and Ripple) using …