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 …

We use a regime-switching model approach to investigate the dynamic linkages between
the exchange rates and stock market returns for the BRICS countries (Brazil, Russia, India …

This study examines the nature of the linkages between stock market prices and exchange
rates in six advanced economies, namely the US, the UK, Canada, Japan, the euro area …

The green bond market has increased rapidly in recent years amid growing concerns about
climate change and wider environmental issues. However, whether green bonds provide …

Motivated by the severe impacts of the Covid 19 outbreak on the global trade and capital
flows, which can shift the forex market structure, this paper aims to examine the …

We study the hourly volatility spillover between the equity markets of New York (DJI),
London (FTSE 100) and Tokyo (N225) and their exchange rates (USD, EUR, GBP and JPY) …

This research empirically analyzes the impact of various instruments of economic sanctions
on official exchange rate volatility by employing data from a panel of 23 target countries …

I analyze the shockwave effect of the COVID-19 pandemic on currency markets, with a
comparison to the global financial crisis (GFC), employing Kapetanios m-break unit root test …

This paper examines the relative importance of the global and regional markets for financial
markets in developing countries, particularly during the US financial crisis and the European …

The relationship between financial series is not always easy to detect due to their underlying
asymmetry and nonlinearity. Both characteristics are not usually considered simultaneously …