This article investigates the fractal contagion effect of the COVID-19 pandemic on the stock
markets. The stock market information of the top 32 coronavirus affected economies (as of …

This paper studies the pandemic-driven financial contagion during the COVID-19 period and
the impact of investor behavior on it by constructing three types of direct behavior …

This study examines the financial connectedness and risk transmission among MENA
economies by accounting for financial connectedness in the short and long run as well …

In this study, we propose a wavelet-copula-GARCH procedure to investigate the occurrence
of cross-market linkages during the COVID-19 pandemic. To explore cross-market linkages …

The present study investigates the changes in G20 stock market dynamics and their
interlinkages in the aftermath of COVID-19. It utilizes the Detrended Cross-Correlation …

The ongoing COVID-19 pandemic has sent shock waves across the global stock markets.
Several financial crises in the past too have had a global impact with their reach extending …

This study investigates return spillovers in APEC region stock markets influenced by three
major crises (the global financial crisis (GFC), the COVID-19 Pandemic, and the Russia …

Frequent economic policy adjustments increase economic policy uncertainty. Recent studies
show that policy uncertainty has contractionary effects on real investment. We conduct a …

How stock markets relate to each other is very important because this could have positive
effects (such as enhancing economic growth) but also negative effects (possible contagion …

Financial globalization has opened international capital markets to investors and companies
worldwide. However, the global financial crisis also caused massive stock price volatility due …