This study examined the co-movement between New York and Shanghai stock markets, and twelve African stock markets, before, during, and after the COVID-19 pandemic. Daily composite indices from January
We investigate the dynamic volatility connectedness of geopolitical risk, stocks, bonds, bitcoin, gold, and oil from January 2018 to April 2022 in this study. We look at connectivity during the Pre-CO
Abstract of associated article: We examine the impact of quantile and interquantile oil price movements on different stock return quantiles by testing the hypothesis of equality in conditional and unc
