This study investigates the dynamic connectedness between stock indices and the effect of
economic policy uncertainty (EPU) in eight countries where COVID-19 was most widespread …

With the increasing severe pollution, the new energy industry is greatly favored by the
government and investors. Using the static network connectedness method of Diebold and …

This study combined time-varying parameter vector autoregression (TVP-VAR) and a
spillover index model to analyze the static, total, and net spillover effects of energy and stock …

The unexpected Russian invasion of Ukraine created greater uncertainty about unrestricted
access to fossil commodities. Therefore, in response to the growing challenges of energy …

We analyze the impact of oil price shocks on three unique fixed income asset classes
representing conventional bonds, Islamic bonds (sukuks) and green bonds by employing …

This study investigates the asymmetric connectedness and spillover effects between two
ethical fixed-income assets (Sukuk and green bonds) with regard to global risk factors using …

Abstract The Asia-Pacific region remains understudied regarding return connectedness
among exchange rate markets. Furthermore, previous studies mostly use average-based …

In this study, I improve the assessment of asymmetry in volatility spillovers, and define six
asymmetric spillover indexes. Employing Diebold-Yilmaz spillover index, network analysis …

We extend the prior literature on market connectedness and spillover by quantifying the size
of return connectedness across markets (assets). Applying the network spillover …

This study examines the contemporaneous transmission mechanism across the G20 stock
market returns employing a novel R 2 connectedness framework which combines the …