In this study we examine the dynamics of return spillovers across four markets: the housing market, the mortgage and equity real estate investment trusts (REITs) markets, and the stock market in the United States. Applying the spillover index methodology by Diebold and Yilmaz (2012) on monthly...

This study investigates the dynamics and spillovers between international monetary policy, between cryptocurrencies and across the two using daily data for four major economies (Eurozone, Japan, UK and US) and three key cryptocurrencies (Bitcoin, Litecoin and Ripple) over the period August 5,...

We analyse the impact of the COVID-19 pandemic on spillover between conventional and Islamic stock and bond markets. We further analyse comparatively whether gold, oil, and Bitcoin prices, VIX and EPU index affect the relationships between these markets during the COVID-19 pandemic. The results...