Exploring crisis-driven return spillovers in APEC stock markets: a frequency dynamics analysis

S Kakran, V Kumari, PK Bajaj, A Sidhu - The Journal of Economic …, 2024 - Elsevier
This study investigates return spillovers in APEC region stock markets influenced by three
major crises (the global financial crisis (GFC), the COVID-19 Pandemic, and the Russia …

What do we know about spillover between the climate change futures market and the carbon futures market?

ME Hoque, F Bilgili, S Batabyal - Climatic Change, 2023 - Springer
Climate action-based assumptions and tradable characteristics underpinned the
development of climate change futures contracts, which are related to carbon and climate …

The degree of Asian-European markets connectedness: examining the impact of global disorders using a spectral analysis

D Dimitriou, E Goulas, C Kallandranis… - Journal of Asia …, 2024 - emerald.com
Purpose This paper aims to examine potential diversification benefits between Eurozone (ie
EURO STOXX 50) and key Asia markets: HSI (Hong Kong), KOSPI (South Korea), NIKKEI …

Spillover effects and network connectedness among stock markets: evidence from the US and Asia

CY Kuo, SM Chiang - Review of Quantitative Finance and Accounting, 2024 - Springer
We investigate return spillover effects and depict a connectedness network among US and
Asian stock markets, comparing the spillovers during three crisis sub-periods and the entire …

Asymmetric Return Connectedness Among Indian Equity Sectors: Insights from Recent Global Disruptions

P Kushwaah, J Symss - Global Business Review, 2024 - journals.sagepub.com
This article aims to study asymmetric shock transmission among India's National Stock
Exchange sectoral indexes before and amid the COVID-19 crisis and the Russian–Ukraine …

Emerging Stock Market Integration and Corporate Bond Credit Spreads

J Jing, S Rao, Y Song - Emerging Markets Finance and Trade, 2024 - Taylor & Francis
Stock market integration into the world financial markets has been a common and important
practice in emerging countries over the past several decades. Relying on the staggered …

[PDF][PDF] Financial contagion of the Russian stock market from the Chinese stock market during the Covid-19 pandemic

M Malkina, D Rogachev - BRICS Journal of Economics, 2024 - brics-econ.arphahub.com
The paper explores the financial contagion of the Russian stock market from the Chinese
stock market during the global COVID-19 pandemic. Its objectives are to confirm or refute the …

Navigating APEC Countries: TVP-VAR Insights into Developed and Emerging Stock Markets

PK Bajaj, S Kakran, R Katoch - … Journal of Accounting, Business and Finance, 2023 - ijabf.in
The interdependence of stock markets provides important discernment into the behavior of
the larger international financial markets. This study investigates magnitude and directional …

Analyzing Stock Market Linkages: Exploring Volatility Spillover Effects Between SGX and NSE Nifty Using ADCC GARCH Model

M Shetty, HU Rahiman, R Kodikal… - The AI Revolution: Driving …, 2024 - Springer
In the current era of globalized investments, this study investigates the intricate
interconnectivity of stock markets among nations, focusing on spill-over effects analyzed …

Examining the Co-Movements, Hedging Transmission and Time-Varying Causality between Commodities and Stock Markets During the Covid-19 Period: Evidence …

VF Moutinho, HVEO Oliveira, L Almeida - Hedging Transmission and … - papers.ssrn.com
This study delves into the risk interactions between financial markets, Gold, and Oil during
the COVID-19 crisis (December 31, 2019, to December 31, 2021). Analyzing daily closing …