This paper explores the impact of economic uncertainty, measured by the Twitter-based economic uncertainty index, on the global Metaverse stocks under different time-frequency domains. The Wavelet Local Multiple Correlation analyses show a strong correlation between Twitter-based economic...

Cryptocurrency values have recently fallen substantially. Why? We examine the impact of attention on the Russia-Ukraine War, proxied by Google Trends , on cryptocurrencies (and equity). Using quantile cross-spectral analysis, we observe that co-movement between War attention, stocks, and...

Purpose: This study aims to investigate the dynamic co-movement and interconnection among 69 security investment indices in China using the multi-time scale framework. Design/methodology/approach: The authors first use the multiple coherence analysis method to exhibit the degree of...

The worldwide economy has experienced several changes in energy and nonenergy prices. This has motivated academics, investors, and policymakers to analyze the relationships between energy and nonenergy commodity markets. In this study, a novel approach of quantile coherency is used to examine...