With the steady growth in the data set on the COVID‐19 pandemic, empirical works that
employ novel and yet appropriate statistical techniques to corroborate previous findings of …

Owing to the adverse impact of the COVID‐19 pandemic on world economies, it is expected
that information flows between commodities and uncertainties have been transformed …

We examine the time-frequency spillovers, contagion, and pairwise interrelations between
the BRIC index and its constituents, and between BRIC and G7 economies. The extent of …

The intrinsic information shared by financial assets provides a means of assessing their
mutual linkages. In times of crisis, spillovers and information flow between markets increase …

We quantify the dependence between real estate indices and global economic policy
uncertainty for 12 top-advanced countries. Generally, real estate investments are found to be …

Financial markets integration has resulted in high interconnectedness among the BRICS
stock markets, which minimizes diversification potentials. This has increased investors' …

We examine the information transfer dynamics between global commodity and African
equity markets to test their efficiency levels in a denoised transfer entropy approach. Our …

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

The flow of information between markets is important to guide investors and policymakers in
the effective allocation of assets and proactive market regulation, respectively. This study …

The degree to which corporations benefit from social welfare has induced increasing
attention, enjoining corporations to act in a socially responsible manner. The sustainability …