This paper investigates the return spillover dynamics among carry trade, stock, foreign exchange, and commodity markets to identify their roles as net transmitters or receivers of shocks under varying market conditions. Employing a Quantile Vector Autoregressive (QVAR) framework within the...

This empirical study examines the dynamic connectedness between global geopolitical tension (GPR) and the flow of foreign remittances (FR) in response to evolving global and strategic economic dynamics. The study employs the NARDL estimation model to assess the symmetric and asymmetric...