The crypto space offers numerous opportunities for users to grow their wealth through
trading, lending, and borrowing activities. However, these opportunities come with inherent …

Among many influences that the pandemic has and will have on society and the World
System as a whole, one of the most important is the acceleration of the start of a new …

The aim of this study is to investigate the volatility spillover connectedness between NFTs
attention and financial markets. This paper firstly proposes a new direct proxy for the public's …

Based on coverage of over 660m news stories from LexisNexis News & Business between
2015–2021, we provide two new indices around the growing area of Central Bank Digital …

This study examines the dynamic connectedness between COVID–19 media coverage
index (MCI) and ESG leader indices. Our findings provide evidence that MCI plays a role in …

This study employs the time-varying vector parameter autoregression model and Diebold-
Yilmaz (2012, 2014) spillover approach to explore the static, net, dynamic and directional …

This study combined time-varying parameter vector autoregression (TVP-VAR) and a
spillover index model to analyze the static, total, and net spillover effects of energy and stock …

This study investigates the impact of the novel coronavirus (COVID-19) pandemic on stock
market efficiency for six hard-hit developed countries, namely, the United States (US), Spain …

This study investigates the impact of the COVID-19 pandemic on the stock market crash risk
in China. For this purpose, we first estimated the conditional skewness of the return …

This paper analyzes the effect of the Russia–Ukraine conflict on the crude oil market and the
chain effect of the stock market in importing and exporting countries. We apply a multi-fractal …