Search
Now showing items 1-3 of 3
Systemic risk spillover across global and country stock markets during the COVID-19 pandemic
(
Elsevier
, 2021 , Article)
Uncovering the tail risk spillover among global financial markets helps provide a more comprehensive understanding of the information transmission in extreme market conditions such as the COVID-19 outbreak. In this paper, ...
Risk spillover from crude oil prices to GCC stock market returns: New evidence during the COVID-19 outbreak
(
Elsevier
, 2021 , Article)
In this study, we examine oil price extreme tail risk spillover to individual Gulf Cooperation Council (GCC) stock markets and quantify this spillover's shift before and during the COVID-19 pandemic. A dynamic conditional ...
Diversification and hedging strategies of green bonds in financial asset portfolios during the COVID-19 pandemic
(
Routledge
, 2023 , Article)
In this paper, we investigate whether investors can reap potential diversification or hedging benefits from holding green bonds in a portfolio containing a conventional financial asset during the COVID-19 pandemic. Using ...