The Impact of Digital Finance on Clean Energy and Green Bonds through the Dynamics of Spillover by Assem Urekeshova, Zhibek Rakhmetulina, Igor Dubina, Sergey Evgenievich Barykin, Angela Bahauovna Mottaeva, Shakizada Uteulievna Niyazbekova

Subjects: “…Digital finance; Dynamic connectedness; Spillover dynamic connectedness; Green bonds…”
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On the Dynamics of International Real-Estate-Investment Trust-Propagation Mechanisms: Evidence from Time-Varying Return and Volatility Connectedness Measures by Keagile Lesame, Elie Bouri, David Gabauer, Rangan Gupta

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Does Investor Sentiment Affect Clean Energy Stock? Evidence from TVP-VAR-Based Connectedness Approach by Tiantian Liu, Shigeyuki Hamori

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Dynamic interconnectedness and portfolio implications among cryptocurrency, gold, energy, and stock markets: A TVP-VAR approach by Amirreza Attarzadeh, Mugabil Isayev, Farid Irani

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Interconnectedness dynamic spillover among US, Russian, and Ukrainian equity indices during the COVID-19 pandemic and the Russian–Ukrainian war by Bashar Yaser Almansour, Sabri Elkrghli, Jesus Cuauhtemoc Tellez Gaytan, Rajesh Mohnot

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Asymmetric spillover and quantile linkage between the United States and ASEAN+6 stock returns under uncertainty by Surachai Chancharat, Nongnit Chancharat

Subjects: “…Dynamic connectedness…”
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Asymmetric connectedness between conventional and Islamic cryptocurrencies: Evidence from good and bad volatility spillovers by Elie Bouri, Mahdi Ghaemi Asl, Sahar Darehshiri, David Gabauer

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Dynamic connectedness and volatility spillover in the Brazilian agricultural market after the Covid-19 pandemic by Daniel Henrique Dario Capitani, Luiz Eduardo Gaio

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On bank stock return spillovers in South Africa: Implications for portfolio hedging by Kingstone Nyakurukwa, Yudhvir Seetharam

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The impact of COVID-19 on GCC equity and debt markets: Evidence from TVP-VAR estimation by Ali Murad Syed

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Realized volatility spillovers between energy and metal markets: a time-varying connectedness approach by Juncal Cunado, David Gabauer, Rangan Gupta

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Interlinkages of cryptocurrency and stock markets during the COVID-19 pandemic by applying a QVAR model by Nguyen Hong Yen, Le Thanh Ha

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Quantile Connectedness Amongst Green Assets Amid COVID-19 and Russia–Ukraine Tussle by Ayesha Rehan, Wahbeeah Mohti, Paulo Ferreira

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Interconnectedness and Spillover Effects amongst Stock Markets of the US, China, Germany, Japan and India using DCC-GARCH Model and Diebold Yilmaz Method by Archana Agarwal, Nidhi Dhankhar, Sunita Mehla

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Dynamic Connectedness between Renewable and Nonrenewable Energy Consumptions, Economic Growth and Carbon Dioxide Emissions in Vietnam: Extension of the TVP-VAR Joint Connected Appr... by Le Thanh Ha, Nguyen Thi Thanh Huyen

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Dynamic Connectedness Among Alternative and Conventional Energy ETFs Based on the TVP-VAR Approach by Joanna Górka, Katarzyna Kuziak

Subjects: “…dynamic connectedness…”
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Food Inflation Examination through the Dynamic Nexus between Olive Oil and Substitutes by Nikolaos A. Kyriazis

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Dynamic connectedness between stock markets in the presence of the COVID-19 pandemic: does economic policy uncertainty matter? by Manel Youssef, Khaled Mokni, Ahdi Noomen Ajmi

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Diversification of the Islamic stock market, Bitcoin, and Bullions in response to the Russia-Ukraine conflict and the COVID-19 outbreak by Sumaira Ashraf, António Manuel Martins de Almeida, Iram Naz, Rashid Latief

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The Dynamic Connectedness between Risk and Return in the Fintech Market of India: Evidence Using the GARCH-M Approach by Mukul Bhatnagar, Ercan Özen, Sanjay Taneja, Simon Grima, Ramona Rupeika-Apoga

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