The international oil market has the tendency to affect any economy either developed or
emerging. We examine the effect of structural oil shocks on the returns of developed and …

The present paper investigates African stock markets' linkages by considering stocks in the
continent's largest economies, specifically Egypt, Kenya, Morocco, Nigeria, South Africa, and …

Using daily data for the financial stress index of the US and real estate investment trusts
(REITs) returns from February 2, 2020, to January 20, 2022, we investigate the frequency …

We study the interconnections and consequences of fluctuations in energy prices on the
returns of stocks within both highly optimistic and pessimistic market conditions, considering …

Purpose This study aims to investigate the connectivity among four principal implied volatility
(“fear”) markets in the USA. Design/methodology/approach The empirical analysis relies on …

This study examines the time-varying connectedness between green bonds, Twitter-based
uncertainty indices, and the S&P 500 Composite Index. We implement the time-and …

This research aims to explore and understand the dynamic nature of volatility
connectedness between BRICS stock markets and various asset price implied volatility …

Purpose Might the impact of the financial stress on exchange markets be asymmetric and
exposed to regime changes? Departing from the existing literature, highlighting that the …

This study provides an in-depth analysis of the dynamic connectedness among BRICS-plus
stock indices, focusing on three distinct periods: pre-COVID-19 era, during the COVID-19 …

The objective of this work is to assess the linkages between conventional and organic milk
markets in the US. To this end, it employs the recently developed Quantile Frequency …