Rethinking financial contagion: Information transmission mechanism during the COVID-19 pandemic
Rapidly growing numbers of empirical papers assessing the financial effects of COVID-19
pandemic triggered an urgent need for a study summarising the existing knowledge of …
pandemic triggered an urgent need for a study summarising the existing knowledge of …
An analysis of South-Eastern European stock markets: Evidence on cointegration and portfolio diversification benefits
This paper investigates whether the South-Eastern European (SEE) stock markets of
Bulgaria, Croatia, Romania, Slovenia and Turkey are integrated with their developed …
Bulgaria, Croatia, Romania, Slovenia and Turkey are integrated with their developed …
Future directions in international financial integration research-A crowdsourced perspective
This paper is the result of a crowdsourced effort to surface perspectives on the present and
future direction of international finance. The authors are researchers in financial economics …
future direction of international finance. The authors are researchers in financial economics …
Extreme return and volatility connectedness among real estate tokens, REITs, and other assets: The role of global factors and portfolio implications
This paper examines extreme return and volatility connectedness among real estate tokens,
REITs, and other assets while accounting for global uncertainties' effect on connectedness …
REITs, and other assets while accounting for global uncertainties' effect on connectedness …
Blockchain market and eco-friendly financial assets: Dynamic price correlation, connectedness and spillovers with portfolio implications
Since the emergence of blockchain technology, several digital assets such as
cryptocurrencies, DeFi, and NFTs have gained considerable attention from investors and …
cryptocurrencies, DeFi, and NFTs have gained considerable attention from investors and …
Asymmetric efficiency and connectedness among green stocks, halal tourism stocks, cryptocurrencies, and commodities: Portfolio hedging implications
This study examines asymmetric efficiency and connectedness among halal tourism stocks,
green stocks, cryptocurrency, gold, and oil using data covering the period from 2018M12 …
green stocks, cryptocurrency, gold, and oil using data covering the period from 2018M12 …
[HTML][HTML] The diversification benefits from Islamic investment during the financial turmoil: The case for the US-based equity investors
A major issue in both Islamic finance and conventional finance is whether the shocks to the
volatilities in the asset returns are substitutes or complements in terms of taking risk. An …
volatilities in the asset returns are substitutes or complements in terms of taking risk. An …
Sovereign yield curves and the COVID-19 in emerging markets
This study examines the determinants of sovereign yield curves in four major emerging
economies (Brazil, India, Mexico, and Russia) during the COVID− 19 crisis. In light of …
economies (Brazil, India, Mexico, and Russia) during the COVID− 19 crisis. In light of …
Return equicorrelation in the cryptocurrency market: Analysis and determinants
We examine market integration among 12 leading cryptocurrencies from August 8, 2015 to
February 28, 2019. Using the dynamic equicorrelation (DECO) model, we report evidence …
February 28, 2019. Using the dynamic equicorrelation (DECO) model, we report evidence …
Cointegration relationship and time varying co-movements among Indian and Asian developed stock markets
This paper aims to explore links between the Indian stock market and three developed Asian
markets (ie Hong Kong, Japan and Singapore) using cointegration methodologies in order …
markets (ie Hong Kong, Japan and Singapore) using cointegration methodologies in order …