This study examines the within-industry and global volatility connectivity of the South African
equity market during a major domestic energy crisis (load-shedding) and the COVID-19 …

We studied the relationship between sustainable investment indexes and examine whether
this relationship varies in bullish, bearish, and stable financial markets. To understand this …

The growing prominence of generating a well-diversified portfolio by holding securities from
multi-asset markets has, over the years, drawn criticism. Various financial market events …

This study explores the strategic implications of global financial market spillovers on the
Dhaka Stock Exchange (DSE), with a particular emphasis on the financial markets of …

In this study, we employed a developed Fractional Cointegrating Vector Autoregressive
(FCVAR) model to analyze the relationship between three different securities, ie, housing …

Purpose Considering the impact of significant economic and political events, this study
investigates the return spillovers and connectedness among eight West African currencies …

Despite the surge in interest of international investors in African and Islamic equities as
portfolio diversifiers of international equities, surprisingly, little attention has been paid to the …

COVID-19 triggered a worldwide economic decline and raised concerns regarding its
economic consequences on stock markets across the globe, notably on the Malaysian stock …

This study examines the Palestine-Israel conflict's effects on Middle Eastern financial
markets, including conventional and Islamic indices. Employing wavelet cross-correlation …

This paper focuses on the volatility spillover effects amongst emerging African stock
exchange markets, modelling the stock returns volatility using both univariate and …