COVID-19 has posed unprecedented challenges to global finances because of its
unparalleled global scope, with both concomitant shocks as well as the likely altering of risk …

This study investigates the predictability power of oil prices and six international stock
markets namely, China, France, UK, Germany, Japan, and the USA, on the Saudi stock …

Multilayer connectedness networks are a promising tool for unveiling the contagion
mechanism of financial risk. This paper constructs multilayer connectedness networks in the …

To what extent does the collapse of a commercial bank spread contagion across
cryptocurrency markets? How do markets behave around bankruptcy if digital assets remain …

The present study examines the impact of geopolitical risk on global commodities returns by
including both major conflicts spanning from January 3, 2023 to December 18, 2023 to cover …

Abstract Uncertainty regarding Chinese and American economic policies impacts major
investable asset classes in politically contestable geographic regions such as Southeast …

Using the TYDL causality test, this paper attempts (i) to investigate the existence of shift
contagion among a large spectrum of financial markets during recent stress and stress-free …

This research examines the correlations between the return volatility of cryptocurrencies,
global stock market indices, and the spillover effects of the COVID-19 pandemic. For this …

Environmental, social, and governance (ESG) factors are increasingly analysed to identify
the risks and opportunities in contemporary economies. The banking sector influences the …

How does stablecoin design affect market behavior during turbulent periods? Stablecoins
attempt to maintain a “stable” peg to the US dollar, but do so with widely varying structural …