Purpose This paper aims to analyze the volatility transmission between an energy stock
index and a financial stock index in emerging markets during recent high instability periods …

This paper extends the literature on the relationship between oil price shocks and financial
markets by examining the effect of supply and demand oil shocks on emerging energy …

Using the daily data of returns of 9 assets during the period from 04/29/2013 to 09/20/2021,
the volatilities of different asset markets were modeled in this paper. The multivariate factor …

Failure to timely identify the occurrence of various shocks in the foreign exchange market
due to the close relationship with the monetary, macroeconomic, and financial uncertainty …

In the first nine months of 2018, the triple increase of dollar price made the stock market an
attractive place for speculation, especially for non-professional investors. Hence, this study …

The occurrence of shocks in monetary and financial markets causes turbulence and disrupt
relations among markets in particular the relation between risk and return of capital assets …

Objective: Due to the importance of studing the behavior of asset markets, the risk aversion
term and its operational calculation has attracted many researchers. The present study …

The imposition of Western economic sanctions against Iran has had varying effects on the
country's financial markets, with the capital market being one of the sectors not immune to …

Purpose: The flow of investment in various industries is affected by macro-economic and
political conditions. By analyzing these factors and the internal factors of the stock market …

The effect of uncertainty on monetary growth in recent years has attracted much attention.
The mechanism of monetary transmission through the financial market affects consumption …