Studies examining the impact of COVID-19 using network dynamics are scant and tend to evaluate a specific local stock market. We present a thorough investigation of 58 world stock market networks using a complex network approach spanning across the uncertain times that have resulted from the...

To examine the interdependency and evolution of Pakistan’s stock market, we consider the cross-correlation coefficients of daily stock returns belonging to the blue chip Karachi stock exchange (KSE-100) index. Using the minimum spanning tree network-based method, we extend the financial...

Efficiency in stock markets is essential for economic stability and growth. This study investigates the efficiency and herding behavior of the stock markets from the top economies of the world (known as G20 countries). We classify stock market indices using MSCI classification for the developed...

The nonlinear, asymmetric effects of oil prices, technological innovation, and investor sentiment on the clean energy stock market are quantified in this study using the quantile autoregressive distribution lag (QARDL) method and the quantile Granger causality test. This approach is based on...

This study is the first attempt to construct return and volatility spillover indices and form a risk spillover network in a generalized forecast error variance decomposition framework to measure the time-frequency domain connectedness between digital financial development and traditional...