This research empirically evaluates the potential diversification benefits of Gold during the
COVID-19 pandemic period, when including it in equity-based asset allocation strategies …

In this study, we perform a systematic literature review and a bibliometric network analysis of
studies on Africa's financial markets from 1992 to 2021. The findings are as follows. First, we …

Volatility analysis based on GARCH-type models: Evidence from the Chinese stock market
Page 1 Full Terms & Conditions of access and use can be found at https://www.tandfonline.com/action/journalInformation?journalCode=rero20 …

The onset of the novel coronavirus pandemic (COVID-19) and previous financial and
currency crises have heightened interest in understanding the nature of the interaction of …

This study explores the role of the asymmetrical influence of stock market reaction to the
fluctuations in US dollars against the domestic currencies of the South Asian region. The …

This research examines the co-movement between exchange rates and equity prices in a
selection of frontier African markets (Ghana, Mauritius, and Tunisia). The analysis …

Drawing from two independent literature sources on vulnerability and stock price volatility,
we show that the high magnitude and persistence of stock return volatility evident in the …

This study aims to determine the effect of exchange rate volatility on economic growth in the
ASEAN member countries (Indonesia, Thailand, Vietnam, and Cambodia) through …

This paper investigates systemic risk in Chinese financial industries by constructing a vine
copula grouped CoVaR model, which accounts for the fact that various sub-industries are …

The emerging market economies are fast improving in terms of the real sector and financial
sector growth. This is due to the role played by equity market that facilitates re-allocation of …