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Risk contagion of global stock markets under COVID‐19:A network connectedness method

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2018Volatility spillovers across global asset classes: Evidence from time and frequency domains171 cited

2019Connectedness and hedging between gold and Islamic securities: A new evidence from time-frequency domain approaches116 cited

Cited by

2023Risk spillovers across geopolitical risk and global financial markets74 cited
2021COVID-19 as Information Transmitter to Global Equity Markets: Evidence from CEEMDAN-Based Transfer Entropy Approach71 cited
2022From sentiment to systemic risk: Information transmission in Asia-Pacific stock markets33 cited
2023Global systemic risk dynamic network connectedness during the COVID-19: Evidence from nonlinear Granger causality29 cited
2024Spillover of fear among the US and BRICS equity markets during the COVID-19 crisis and the Russo-Ukrainian conflict25 cited
2023Frequency heterogeneity of tail connectedness: Evidence from global stock markets24 cited
2024Commonality in systemic risk from green and conventional energy24 cited
2023Quantile connectedness amongst BRICS equity markets during the COVID-19 pandemic and Russia–Ukraine war21 cited
2022From fears to recession? Time‐frequency risk contagion among stock and credit default swap markets during the COVID pandemic17 cited