This study investigates the dynamic connectedness between stock indices and the effect of economic policy uncertainty (EPU) in eight countries where COVID-19 was most widespread (China, Italy, France, Germany, Spain, Russia, the US, and the UK) by implementing the time-varying VAR (TVP-VAR)...

Most previous studies on the market efciency of cryptocurrencies consider time evolution but do not provide insights into the potential driving factors. This study addresses this limitation by examining the time-varying efciency of the two largest cryptocurrencies, Bitcoin and Ethereum, and the...

This paper investigates the predictive relationships among climate policy uncertainty (CPU), oil prices, and renewable energy (RE) stock market returns, particularly highlighting the challenges posed by the varying data frequencies of these variables. The study utilizes a comprehensive dataset...

Since the waves of financial liberalization in the 1980s, emerging market economies have been accessible to foreign investors. Altogether, they contributed up to 43.8% of the global GDP in 2018, and many of them, such as China, India, Bangladesh, Philippines, Myanmar and Vietnam from 2010 to...

The Vietnamese stock market provides an interesting and enriching test field for the application of trading expert systems as its economy is opening up, has high growth rate and may offer risk diversification opportunities. This paper examines the question of whether this frontier emerging...

The purpose of this study is to investigate the major factors in the process of economic growth that influence the carbon dioxide (CO2) emission in Vietnam. An Autoregressive Distributed Lag (ARDL) model was used to evaluate the impact based on Environmental Kuznets curve (EKC) and Pollution...

The effect of sanctions, oil revenues, exchange rate, and inflation on different regimes of the Iranian stock market is examined in two cases (with and without considering institutional quality) during the 1984-2020 period, using the threshold Structural Vector Autoregression model (TSVAR)...

Investors are interested in knowing whether sukuk bonds and shariah stock indices in the Gulf Corporation Council (GCC) region are related. This study examines the connectedness between the sukuk- and shariah-compliant stock indices in the GCC financial markets. Bivariate and multivariate...

We investigated the Granger causal relationship between the consumption of power both at the aggregate and sectoral level and economic growth in India using the frequency domain approach, which would help policy makers seek the efficient allocation of electricity via proper policy initiatives at...