We examine the connectedness in the energy commodities sector and the Russian stock
market over the period 2005–2020 using the variance decomposition approach. Our …

Background The purpose of this study is to examine volatility spillover effects between stock
market and foreign exchange market in selected Asian countries; Pakistan, India, Sri Lanka …

This article employs a state-of-the-art panel threshold model by allowing for regime
intercepts, in order to shed new light on the asymmetric/nonlinear effects of local and global …

We examine the interdependence of systematic risk in twenty emerging market economies.
The interdependence structures are performed for subregional and regional categorizations …

This paper proposes an ideal specification for studying joint dynamics of emerging stock and
foreign exchange markets, and applies it on European emerging markets where this …

We contribute to the literature on financial networks by presenting empirical evidence that
the global shock of the COVID-19 pandemic caused changes in the forms and intensity of …

This article attempts to empirically analyze the dynamic relationship and volatility spillover
effects between exchange rates and stock returns of the five Central and Eastern European …

Bu çalışmada ABD, Kanada, Çin, Japonya, Güney Kore, Almanya, İngiltere, İsviçre ve
Yunanistan hisse senedi piyasalarından kırılgan sekizlilerin (Brezilya, Hindistan …

Given the importance of stock market synchronization for international portfolio
diversification, we estimate the degrees of co-movements among US, Chinese and Russian …

We examine the spillover effects of local and global shocks on Gulf Cooperation Council
(GCC)-wide sector equity returns. We find the GCC-wide sector returns have asynchronous …