Uncertainty surrounding COVID-19 is widespread. We investigate the timing and quantify
the impact of COVID-19 related uncertainty on returns and volatility for regional market …

In this study, we examine oil price extreme tail risk spillover to individual Gulf Cooperation
Council (GCC) stock markets and quantify this spillover's shift before and during the COVID …

This study explores the issue of financial integration among stock markets of ASEAN5
economies, plus China (mainland China and Hong Kong), Japan and South Korea (referred …

Purpose This study aims to examine the tail connectedness between the Chinese and
Association of Southeast Asian Nations (ASEAN) stock markets. More specifically, the …

This paper aims to analyse financial integration in the emerging markets of Latin America in
the context of the dot-com and subprime financial crises. To do so, different approaches …

This study examines the impact of the two recent political and economic crises of March
2014 and June 2017 on the stock market dependence and volatility spillover between Qatar …

The aim of the paper is to provide a general, but in-depth, an overview of aspects of
incompatibility and actual interest profiles of Islamic finance in relation to the legal system of …

The aim of this paper is to analyse integration and test the hypothesis of an efficient market,
in its weak form, in sixteen international financial markets. The sample covers the period …

Ensuring economic sustainable development in difficult political and economic conditions is
one of the priority tasks for Ukraine. It is forced to reorient the vector of foreign economic …

Results Our analysis based on the GMM estimators method to capture correlations of order
two gave un-significant results for the AR (− 2) test and the Hansen test. Therefore, our …