This study investigates the dynamic connectedness between stock indices and the effect of
economic policy uncertainty (EPU) in eight countries where COVID-19 was most widespread …

The paper examines the extent of the current global crisis and the contagion effects it
induces by conducting an empirical investigation of the extreme financial interdependences …

This paper analyzes the volatility spillovers across four global asset classes namely, stock,
sovereign bonds, credit default swaps (CDS) and currency from September 2009 to …

We study the dynamics of stock market integration and its consequences during the recent
financial crisis for twenty-three developed and sixty emerging markets. We find that …

The paper investigates linkages between general macroeconomic conditions and the
housing market for the G-7 area. Among the key results of the paper, we find that the US are …

Motivated by large oil price swings, high economic and geopolitical uncertainties, and the
financialization of oil, this paper examines the frequency spillovers and co-movements …

This paper examines the integration and causality of interdependencies among six major
East Asian stock exchanges, while also considering their interactions with the USA before …

Stock market integration and volatility spillover between India and its major Asian
counterparties is studied. Apart from different degrees of correlations, contemporaneous …

The socio-economic environment of a country may significantly influence the size and
working of the country's financial markets in the long run. Keeping this in mind, this study …

This paper investigates the evolutions and determinants of volatility spillover dynamics in G7
stock markets in a time-frequency framework. We decompose volatility spillovers into short …