This paper explores the dynamic connectedness between Islamic and conventional stock markets of GCC economies and the impact of the global financial uncertainties’ measures on their connectedness. By employing the time-varying parameter vector autoregressions (TVP-VAR) technique and using...

This study examines the contemporaneous return transmission mechanism across the G20 stock market returns employing a novel R-Square (R2) connectedness framework combining the network approach of Kenett et al. (2010, 2015) and the connectedness approach of Diebold and Yilmaz (2012, 2014). The...