We examine the long-term impact of oil prices, price uncertainty, and local and global
geopolitical risks on Gulf Cooperation Council (GCC) stock markets from May 2007 to …

This paper investigates the dynamics of the interactions between international stock returns
and perceived volatility measured by the VIX index using quantile-on-quantile spillover …

Purpose There has been a burgeoning interest in exploring the impact of uncertainty factors
on share returns. However, studies on the influence of global financial uncertainties on …

We investigated the cross-market relations of volatility indexes with US and non-US stock
market returns. We found that the pervasive VIX influence at both US and non-US stock …

This study examines the long run impacts of equity market volatility on index returns of nine
major international stock exchanges in the Western and Asian regions. This study employs …

We explore the use of implied volatility indices as a tool for estimate changes in the
synchronization of stock markets. Specifically, we assess the implied stock market's volatility …

We investigate the interrelations between US stock market uncertainty (VIX) and equity
returns in several emerging markets (EMs) in an integrated multivariate system that allows …

Purpose This study investigates the dynamic interdependence between Islamic and
conventional stock markets in the Gulf Cooperation Council (GCC) economies and the …

This is the first comprehensive study to investigate the dynamics of international information
spillovers, regional linkages and fundamental forces driving return volatility in the SAARC …

This study evaluates the links between representative indices of companies with high
environmental performance and the propensity of such indices to economic and financial …