Studies examining the impact of COVID-19 using network dynamics are scant and tend to evaluate a specific local stock market. We present a thorough investigation of 58 world stock market networks using a complex network approach spanning across the uncertain times that have resulted from the...

This study is the first attempt to construct return and volatility spillover indices and form a risk spillover network in a generalized forecast error variance decomposition framework to measure the time-frequency domain connectedness between digital financial development and traditional...