Cross-market linkage and spillover effects under extreme risk scenarios have recently
attracted widespread attention from scholars. However, few studies have focused on tail …

Market participants, regulators, and practitioners might have disregarded the prospective
integration of African markets and the integration of commodity markets with traditional …

Since the onset of the COVID-19 pandemic, financial and commodity markets have exhibited
significant volatility and displayed fat tail properties, deviating from the normal probability …

Our study uses the quantile vector autoregressive (QVAR) network approach to compare the
median-based and tail connectedness in BRICS equity markets using daily time series …

This study examines the price spillovers and connectedness among stock markets, the
Shanghai Stock Exchange Composite (SSEC) index, Hang Seng index, Shenzhen Stock …

This study investigates the sectoral expected uncertainty connectedness in emerging
markets across different frequencies and quantiles using the novel quantile time–frequency …

Purpose Geopolitical risks (GPR) and increase in equity market volatility due to health
pandemics have great implications on assets prices around the world. Many empirical …

Purpose This study aims to examine the impacts of global geopolitical risks (GPRs) and
COVID-19 pandemic stringency on the size of Sukuk issuance in Malaysia …

Purpose This paper aims to analyze the volatility transmission between an energy stock
index and a financial stock index in emerging markets during recent high instability periods …

Purpose This study aims to uncover the main predictors of financial distress in the Gulf
Cooperation Council (GCC) countries using a wide range of global factors and asset …