Like no other calamitous event in recent memory, the COVID-19 pandemic has plunged the world's financial system into disarray, triggering systemic risk spillovers across markets. In this study, we use 5-minute index futures price data to examine the multiscale interdependence structure of global...

Over the years, climate and economic policy uncertainties have become critical considerations that shape public attitudes. They have the potential to impact people's perceptions of financial stability, ecosystem integrity, and environmental sustainability. This paper aims to provide evidence on...