We examine the impact of the COVID-19 pandemic on G20 stock markets from multiple
perspectives. To measure the impact of COVID-19 on cross-market linkages and deeply …

We statically and dynamically measure total and directional volatility connectedness in
global foreign exchange (forex) markets. We use the volatility spillover index and LASSO …

A systematic understanding of the influences of land use change/land cover change (LUCC)
on ecosystem services (ES) is significant for maintaining sustainable development of …

The impacts of COVID‐19 have spread rapidly to global financial markets. In this context,
combining the spillover index method introduced by Diebold and Yilmaz (2012) and the …

This article uses the stock market regional indexes of 31 provinces (include Province-level
municipalities and Minority Autonomous Regions) in mainland China as a sample, and …

Digital finance (DF) is the engine driving financial inclusion worldwide, but the current
uneven development of DF across regions would hinder this process. Based on cross …

Given the significant political and economic frictions between China and the US, which bring
high uncertainty to the global economy, it is crucial to understand how these tensions led to …

A better understanding of financial contagion and systemically important financial markets
will help market participants capture market information and assist regulators in preventing …

We apply novel spatial econometric techniques to investigate spillovers in sovereign risk for
41 advanced and emerging economies during 2004–2019. We find that sovereign risk …

Using the annual report text information of Chinese listed banks from 2007 to 2020, this
paper constructs multiple kinds of spatial weight matrices from the perspective of business …