This study investigates the impact of the Russian-Ukraine war on the tail risk connectedness among G7 stock markets using a TVP-VAR frequency connectedness approach and a number of robustness testing procedures. Such work focuses on the dynamics of tail risk connectedness both during the...

Crude oil is prone to large upward price shocks, creating challenges for personal and corporate budgeting. In this paper, we systematically assess a range of possible shock havens against large oil price shocks. Empirical tests uncover a rich set of assets which act both as hedges and shock...

Chinese oil futures products were created in 2018, and have since presented an alternative, regional exchange through which to invest. This research tests for evidence of developing market maturity during the time since the market was established, specifically focusing on static and time-varying...

We examine the interactions between cryptocurrency price volatility and liquidity during the outbreak of the COVID-19 pandemic. Evidence suggests that these developing digital products have played a new role as a potential safe-haven during periods of substantial financial market panic. Results...

Controlling for the polarity and subjectivity of social media data based on the development of the COVID-19 outbreak, we analyse the relationships between the largest cryptocurrencies and such time-varying realisation as to the scale of the economic shock centralised within the...

Pump-and-dumps represent planned systems to artificially inflate asset values, usually through the dissemination of positive, and often false statements surrounding the future expected value of a financial asset. After purchasing the assets and taking advantage of the momentum generated in the...