This paper employs the Tail Event NETwork (TENET) to identify financial markets with
greater potential risk, and simultaneously investigate the interdependence between them …

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

In this paper, we investigate the relationship between liquidity and stock returns in the
Vietnam stock market during the global financial crisis. Vietnam is one of a new group of …

This study aims to investigate the presence of volatility transmission among regional equity
markets of Pakistan, China, India, and Sri Lanka. Moreover for developed countries, the …

Efficient delivery of network services and the electricity infrastructure to meet the long-term
consumer's interests are the main objectives and the strategies of a national electricity …

This paper investigates the information transmission and spillover effects between the US
stock market and the emerging stock markets of Brazil, Russia, India, China, and South …

This paper investigates the contagion effect among stock markets (Asia, European and
America) under time varying frequencies by use of a CEEMDAN wavelet (complete …

Purpose Internationalization and financial deregulation have caused market participants
and policymakers to consider the significance of financial connectedness and the spillover …

This paper examines mean-to-mean, volatility-to-mean and volatility-to-volatility spillover
effects for the stock markets of BRIC countries. External and internal spillovers of returns and …

The paper investigates returns and returns volatility spillovers from the US and the Saudi
market to equity markets in the Gulf Cooperation Council countries. A clear jump in net …