correlations between sukuk and conventional bond and stock markets. Asymmetric volatility spillover effects are observed from … global debt and equity markets to Islamic bonds, suggesting that volatility on conventional markets has opposite spillover … low degree of correlation plays a significant role in the performance of these securities as diversifiers for global stock …

distinct market regimes - low, high, and extreme volatility - and evidence consistent with herd behavior during both the high … and extreme volatility regimes. U.S. market related factors are found to dominate regime transitions and thus …

behavior during periods of high volatility while anti-herding is prevalent during calm markets. Anti-herding in the stock …

This article examines the asymmetric volatility spillover effects between Bitcoin and alternative coin markets at the … "pump-and-dump schemes" in the crypto markets. To do that, we estimate the volatility spillovers from Bitcoin to altcoin and …

whether EPU and EMU uncertainty measures incorporate critical predictability for oil market returns and volatility. Based on … predictability over the entire distribution of oil around the median, yet more importantly for volatility forecastability covers the … pattern over the distribution of oil returns and its volatility exists with respect to uncertainty predictability. …