We examine the time-frequency co-movements and return and volatility spillovers between
the rare earths and six major renewable energy stocks. We employ the wavelet analysis and …

Using the wavelet TVP-VAR approach, this study looks at the static and dynamic
connectedness between oil, gold, and global equity markets during several crises episodes …

This study investigates whether the Covid-19 and the financial indicators affect the main
stock exchange indices of East Asian countries. Number of cases and deaths caused by …

This paper investigates the stock market co-movements between China and its 12 trading
partners in the Asia-Pacific region after the Global Financial Crisis. The Dynamic Conditional …

This study researches the impacts of foreign portfolio flows (proxied by foreign investors'
retention share) and monetary policy responses (proxied by the repurchase interest rate) on …

This study schemes to explore novel insights from crisis risk spillovers and volatility
connectedness among climate change, renewable energy, technological innovation, and …

This study investigates the interconnectedness between cryptocurrency and the Indian stock
market and explores the diversification, hedge, and safe haven potential of cryptocurrency …

This paper aims to examine the co-movement between the two economic powers, namely
the USA and China. The authors are mainly interested in examining the dynamics of co …

Purpose This work investigates the volatility spillovers across stock markets and the nature
of such spillovers through different periods of crises and tranquility. Design/methodology …

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 …