Using half-rotated technology of copula, this study proposes a generalized autoregressive
conditional heteroskedasticity (GARCH) copula quantile regression (CQR) model to …

The whole world has entered the era of the Vuca. Some traditional methods of problem
analysis begin to fail. Complexity science is needed to study and solve problems from the …

This study examines time-frequency connectedness between COVID-19 pandemic and
economic indicators through a continuous wavelet transformation approach in the US and …

Purpose The authors examine the volatility connections between the equity markets of
China and its trading partners from developed and emerging markets during the various …

The growing trend of interdependence between the international stock markets indicated the
amalgamation of risk across borders that plays a significant role in portfolio diversification by …

This study examines the market return spillovers from the US market to 10 Asia-Pacific stock
markets, accounting for approximately 91 per cent of the region's GDP from 1991 to 2022 …

There is only a limited amount of research that addresses questions pertaining to the
relationship between the asset management sector and the economy. This paper focuses on …

Purpose The foreign exchange market plays a crucial role in defining the overall health of an
economy. In these times of globalization and (in some ways) deglobalization, these markets …

Purpose This paper contributes to the literature on exchange rate exposure by assessing the
extent to which exchange rate risk is priced in both African emerging and developed equity …

In the present investigation, the phenomena of multi-scale volatility spillovers and dynamic
hedging within the Chinese stock market are scrutinized, with particular emphasis on the …