Exploring crisis-driven return spillovers in APEC stock markets: a frequency dynamics analysis
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 …
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?
Climate action-based assumptions and tradable characteristics underpinned the
development of climate change futures contracts, which are related to carbon and climate …
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
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 …
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 …
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 …
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 …
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 …
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
The interdependence of stock markets provides important discernment into the behavior of
the larger international financial markets. This study investigates magnitude and directional …
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 …
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 …
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 …
the COVID-19 crisis (December 31, 2019, to December 31, 2021). Analyzing daily closing …