... transmitters, while Australia and Italy consistently act as leading receivers under various circumstances and time periods. The impact of COVID-19 pandemic’s is particularly evident in the magnitude of the total directional connectedness and net spillover shocks to Australia. The Ukraine conflict significantly...

...Wafa Abdelmalek; Fatma Ben Abdallah Purpose This study aims to explore dynamic correlations and volatility spillovers as well as hedging opportunities of clean and dirty cryptocurrencies with both developed and emerging regional stock markets during the COVID-19 pandemic and the Russia–Ukraine...

...Salma Ali; Heba Ali; Amira Tarek Purpose This study aims at investigating the nexus between stock misvaluation, Fintech and COVID-19 via identifying the firm-level misvaluation of Fintech firms, and additionally examining how the COVID-19 pandemic has affected this misvaluation. This study further...

... during the 2016 oil supply glut and COVID-19 pandemic. US stocks are the highest transmitter of uncertainty to all other assets, followed by the US dollar and oil. US stocks (US dollar and oil) transmit uncertainty in long (short) term. Furthermore, US macro uncertainty is the net transmitter...

... financial crises, European debt crisis and the COVID-19 pandemic) on the development of these episodes is compared. Design/methodology/approach This study proposes a two-step approach. In the first step, price bubbles are identified based on the backward sup augmented Dickey–Fuller of Phillips et al...

...-Nelson decomposition COVID-19 pandemic Foreign institutional flows Trend-cycle decomposition C32 E5 The relationship between foreign institutional investments (FII) flows with the stock market is central to policymaking, international portfolio management and macroeconomic research...

... performance in the emerging economies during the COVID-19 pandemic with the pre-COVID and global financial crisis (GFC) period. Design/methodology/approach The authors apply the arbitrage pricing theory to model the risk-return relationship between the risk-based factors (exchange rate volatility...

... to other diseases. Based on the aforementioned studies, it is noticed that all markets have been negatively affected by the COVID-19 pandemic for the period ranging from January to April 2020. Admitting that several Fiscal and Monetary policies have been adopted by different monetary authorities to boost...