In this paper, we investigate the interrelationship between the green bond market and other
major financial markets by using the Granger causality test and spillovers network analysis …

This study examines the power law properties of 11 US credit and stock markets at the
industry level. We use multifractal detrended fluctuation analysis (MF-DFA) and multifractal …

Purpose This study aims to examine the dynamic bidirectional causality between oil price
(OIL) and stock market indexes in net oil-exporting (Russia) and net oil-importing (China) …

Understanding the spillover effects of environmental, social, and governance (ESG) indexes
in emerging economies is crucial to gauge risk of contagion and the potential reduction in …

This paper seeks to examine the unidirectional versus bidirectional Granger causality
between investors' sentiment and momentum strategies. It is based on the full sample …

This paper aims to examine whether the effect of oil price shocks on the stock market varies
across different credit conditions. Based on the US monthly stock data at the aggregate level …

The purpose of the paper is to investigate the relationship between sovereign Credit Default
Swap (CDS) and stock markets in nine emerging economies from Central and Eastern …

This study uses a comprehensive data set of 11 sector indices of the S&P500 and some
financial variables to study their dynamic interaction with industry credit default swaps …

Abstract Brazil and South Korea have both been known to implement capital controls during
emerging market crises to address the complexity of foreign capital flows, which affects …

This study contributes to the literature on the relationship between fundamental economic
factors and stock price movements. We evaluate the relationship between domestic and …