Purpose The purpose of this paper is to obtain a comprehensive structure of past empirical
studies on financial contagion which can provide the present growth and future scope of …

Shanghai crude oil futures contracts (SC) has been the third largest trading volume crude oil
futures worldwide. From wavelet denoising-higher moment perspective, we investigate the …

This research offers a comprehensive review of the volatility spillover patterns in the Gulf
Cooperation Council (GCC) stock market indexes covering daily data from 2/1/2004 to …

Purpose The purpose of this paper is to examine the dynamic relationship between crude oil
price volatility and stock markets in the emerging economies like BRIC (Brazil, Russia, India …

Understanding what drives the capital flows has important policy implications for countries in
managing the direction and magnitude of such flows. This paper empirically investigates the …

Purpose The purpose of the study is to investigate the long-run and short-run dynamic
relationship between crude oil prices and the movement of Sensex for the period of 2000 …

Purpose The purpose of this paper is to examine the long-run association and short-run
causality among oil price, exchange rate and stock market in Norwegian context …

Although the literature on the benefits of diversifying equity portfolios to emerging markets is
abundant, the role of frontier markets in global equity portfolio diversification is clearly less …

A novel network with Wavelet denoising-GARCHSK and Mixed CoVaR method is proposed
to construct full-sample and dynamic networks for investigating the risk spillover effects …

This article presents a study on the transmission of oil price volatility to the exchange rates of
14 countries (net oil exporters and importers) during the period from January 02, 2000 to …