... the Diebold and Yilmaz connectedness framework based on generalized forecast error variance decomposition (H = 10) with a 252-trading day rolling window, complemented by generalized impulse response functions with bootstrap confidence bands. Findings The static results indicate moderate system-wide...

...Farid Irani; Amirreza Attarzadeh; Seyed Alireza Athari Purpose This study aims to explore the dynamic connectedness between environmental, social and governance ( ESG ) global indices and the equity markets of Gulf Cooperation Council ( GCC ) countries. The research addresses a gap...

...Norzalina Ahmad; Hazrul Shahiri; Safwan Mohd Nor; Mukhriz Izraf Azman Aziz Purpose This study aims to explore the connectedness of price return index spillovers across eight economic sectors in the Malaysian stock market (Bursa Malaysia). Design/methodology/approach The analysis uses daily...

...Aristeidis Samitas; Spyros Papathanasiou; Drosos Koutsokostas Purpose The purpose of this paper is to examine the connectedness across a variety of Sukuk and conventional bond indices and the implications for optimal asset allocation for the period January 1, 2010–April 30, 2020. Design...

...Nader Trabelsi Purpose This paper aims to investigate the connectedness of Islamic Stock Markets in five regional financial systems, namely, the United States, the United Kingdom, Europe (EU), GCC (Gulf Cooperation Council) and APAC (Asia-Pacific Countries), and across different asset classes (i.e...