While much research uses multivariate GARCH to model volatility dynamics and risk
measures, one particular type of multivariate GARCH model, GO-GARCH, has been …

This paper examines the dependence structure between the emerging stock markets of the
BRICS countries and influential global factors. Using the quantile regression approach, our …

Increased financial integration between countries and the financialization of commodity
markets are providing investors with new ways to diversify their investment portfolios. This …

This paper investigates whether the relationship between oil price and clean energy stock is
homogeneous across sub-sectors of the clean energy stock market and its implications for …

This article examines the spillover effect between the US market and five of the most
important emerging stock markets namely those of the BRICS (Brazil, Russia, India, China …

In this study, we investigate the dynamic connectedness between the volatility of Northeast
Asia, namely South Korea, Japan, China, and the United States (US). Specifically, we …

Bibliometric studies have proven useful in helping researchers better explore the current
research trends within a particular field of study. This study analyzes academic research on …

We examine the spillover dynamics between the US and BRICS stock markets using the
multivariate DECO-GJR-GARCH model and spillover index method. We identify time …

This paper investigates the contagion effects of the Global Financial Crisis (2007–2009) by
examining ten sectors in six developed and emerging regions during different phases of the …

The interconnection of stock markets offers valuable insights into the broader dynamics of
global financial markets. This study uses the Diebold and Yilmaz index model to analyze …