...) , respectively. Findings The findings reveal significant correlation and volatility spillovers between cryptocurrencies and regional stock markets, which are more prevalent during the COVID-19 pandemic than during the Russia–Ukraine conflict. In addition, in times of crisis, pairing clean cryptocurrencies...

...Josua Tarigan; Monica Delia; Saarce Elsye Hatane Purpose This paper aims to investigate the impact of geopolitical events of the Russia–Ukraine conflict on the stock market volatility of G20 countries. Furthermore, the paper also investigates the possible reasons for any similarities...

... autoregression model has been used to investigate the linkage. The period of study is from 1 January 2014 to 20 April 2023. Findings This analysis revealed that volatility connectedness among the countries during COVID-19 and Russia–Ukraine conflict had increased significantly. Furthermore, analysis has...