This paper examines the presence of a contagion effect between Chinese and G20 stock markets as well as its intensity over a recent period from 1st January 2013 to 7 April 2022. The empirical study is conducted using the time-varying copula approach. The obtained results show strong evidence of...

Researchers have made considerable research on the aggressive relation among stock prices and exchange rates in the past. The linkage has grasped the intentions of researchers at the time of 1977-78 crises, worldwide financial crunch 2001-2002 and in 2007. The subject is also critical from the...

This paper investigates the equity market reactions to the publication of the OECD BEPS Action Plan. We examine abnormal stock returns for firms incorporated and traded on the stock market in 36 OECD member states for various event dates during the developmental phase of the OECD BEPS Action...