...Nemer Badwan; Suhaib Al-Khazaleh; Ihab Qubbaj; Ahmad Yahiya Bani Ahmad Purpose In recent years, the world has faced a series of crises, including COVID-19 and the Russia–Ukraine conflict. These events have significantly changed the dynamics of the financial commodity markets. Considering...

... ( GFC ), the COVID-19 Great Lockdown and the Russia–Ukraine war ( RUW ). Design/methodology/approach This study uses the recently developed TVP-VAR (time-varying parameter vector autoregressive) connectedness approach to analyze the dynamic connectedness of exchange rates and oil prices in India...

...Mumtaz Ahmed; Muhammad Tahir; Abdulrhman Meero Purpose This study aims to develop a financial stress index for Pakistan and figure out the stressful and non-stressful regimes for pre- and post-COVID-19 era by making use of available annual time-series data from January 1996 to December 2020...

... of energy commodities. To account for the effects of the Covid-19 pandemic as well as for the effects of the Russo−Ukrainian conflict, the total sample has been split into three sub-samples. The first one contains observations from 01/01/2010–3/11/2020, which marks the official declaration...

... spanning from January 2019 to November 2023. Findings The results indicate a sharp increase in total connectedness during the COVID-19 crisis and the Russian−Ukrainian conflict, suggesting that both the crisis and the war contribute to volatility spillover among energy and soft commodities. In fact...

...Yasmine Snene Manzli; Ahmed Jeribi Purpose This paper aims to investigate the safe haven feature of Bitcoin, gold and two gold-backed cryptocurrencies (DGX and PAXG) against energy and agricultural commodities (crude oil, natural gas and wheat) during the COVID-19 pandemic, the Russia–Ukraine...

... among bank groups (based on their size, type and ownership) and the joint impact of COVID-19 due to the rise of Fintech lending. Design/methodology/approach Using an unbalanced panel data set of 118 commercial banks in Indonesia over the period 2018–2022, both static panel and 2SLS/IV data analysis...

... the COVID-19 pandemic. Design/methodology/approach The World Bank Global Financial Inclusion (Global Findex) database 2021 is used in this study, with a sample size of 3,000 Indian individuals. The study measured the demand-side analysis of DFI, namely, accessibility and usage of DFS with selected...

...Pragati Priya; Chandan Sharma Purpose This study aims to examine the impact of the stringency of COVID-19 protocols on the volatility of sectoral indices during the period 03:2020–05:2021. Specifically, this study investigates the role of economic disturbances on sectoral volatility by applying...

...Matthew Flynn; Yufei Wu Purpose This study aims to provide a fresh look at banks as lenders in and extending past the COVID-19 crisis, with a particular focus on examining the results of recent work by Lei et al. (2020). Design/methodology/approach The authors’ replication, as well...

.... Design/methodology/approach This paper uses the recent panel vector autoregressive model, which enables us to capture the response of stock markets to shocks in COVID-19, commodity markets and exchange rate. For robustness, the authors also analysed the panel Granger causality test. Data was obtained...

...Garima Goel; Saumya Ranjan Dash Purpose This paper aims to investigate the moderating role of government policy interventions amid the early spread of novel coronavirus (COVID-19) (January–May 2020) on the investor sentiment and stock returns relationship. Design/methodology/approach...

...Jonathan E. Leightner Purpose Based upon estimates of the change in consumption due to a change in out-of-pocket-health expenses (dC/dOOPHE) for 43 countries, this paper aims to argue for a reevaluation of what constitutes OOPHE when determining health insurance especially in the wake of Covid-19...