The outbreak of COVID-19 pandemic and its economic impact has created a havoc across all economies of the globe and amplifying the financial market volatility. The aim of this study is to investigate the impact of COVID-19 pandemic on interdependence and relationship among oil market, stock...

This paper examines the interdependence between green bonds and financial markets in the time-frequency domain by utilizing the multivariate wavelet approach and dynamic connectedness through combining Ensemble Empirical Mode Decomposition (EEMD) with Diebold and Yilmaz (2012) spillover...

Using a quantile vector autoregressive model to capture return dynamics in extreme market conditions, we find that the cryptocurrency market exhibits a high level of market connectedness. Bitcoin is a net transmitter of return spillovers during busts and a net receiver during booms. Analysis of...