...Kirill Romanyuk Purpose This article tests the lead–lag relationship between the credit default swap (CDS) and the stock markets during the global financial crisis of 2008 and the COVID-19 pandemic for companies across the United States, the European Union and the United Kingdom. Design...

... 13 countries (six developed and seven emerging economies) over 23 years. A Macro-Financial Stability Index is constructed using macroeconomic, stock market and banking-sector variables, with non-parametric and semi-parametric methods estimating survival functions and hazard ratios. Findings...

...Latifa Gueddes; Aymen Ben Rejeb; Jihene Tizaoui Purpose This study examines the interdependencies among gold, green bonds, bitcoin and stock markets, considering the effects of major global crises such as the COVID-19 pandemic and the Ukraine war. By using a simultaneous equations framework...

...Anindita Bhattacharjee; Neeru Sidana; Richa Goel; Anagha Shukre; Tilottama Singh Purpose The study will add to the current discourse on the Israel-Hamas conflict by examining the impact of the war on the stock markets of trading partners. Stock market returns inevitably rise as globalization keeps...

...Luccas Assis Attílio; Joao Ricardo Faria; Mauricio Prado Purpose The authors investigate the impact of the US stock market on the economies of the BRICS and major industrialized economies (G7). Design/methodology/approach The authors construct the world economy and the vulnerability between...

... by Ghysels et al. (2004) and subsequently utilized in different applications (see Ghysels et al., 2006 , 2007 ; Andreou et al., 2010). Exchange-traded funds Bitcoin Stock market Causality Mixed data sampling E44 G11 G23 G32 Bitcoin, a decentralized...

..., in case of the long-term persistence of uncertainty, it becomes difficult for a buyer to negotiate oil deals at cheap rates. EPU causes unfavorable fluctuation in the stock market because macroeconomic decisions have a substantial impact on it. The authors have also found that gold is a gauge for economic...

...Le Thanh Ha Purpose The purpose of this paper is to study the interlinkages between the cryptocurrency and stock market by characterizing their connectedness starting from January 1, 2018 to December 31, 2021. Design/methodology/approach The author employs a time-varying parameter vector...

... Limited Licensed re-use rights only Overreaction Firm information Macroeconomic COVID-19 Stock market Investors' behaviors The overreaction hypothesis, as postulated in the study of De Bondt and Thaler (1985) , describes a market anomaly that is caused by the irrational behavior...

... the former is headed by countries such as Russia (Peña-Ramos et al., 2020). Finally, the European market was markedly more sensitive to the COVID-19 news, with a greater impact observed in terms of stock market volatility (Ambros et al., 2020). We analyze the stock price reaction...

...Khandokar Istiak; Md Rafayet Alam Purpose This study aims to investigate the nature and degree of US economic policy uncertainty spillover on the stock markets of a group of non-conventional economies like the Gulf Cooperation Council (GCC) countries, where a risk-sharing-based financial system...

... share after subprime crisis. Design/methodology/approach In order to analyze the effect of the QE on the stock markets of the USA, the UK, and Japan, the authors use an ARDL model to find the long-run relationship among the variables. Findings The findings denote that the QE implemented...