Using daily data for the financial stress index of the US and real estate investment trusts
(REITs) returns from February 2, 2020, to January 20, 2022, we investigate the frequency …

In this paper, we investigate the time-varying interconnectedness of international Real
Estate Investment Trusts (REITs) markets using daily REIT prices in twelve major REIT …

The COVID-19 pandemic has affected all sectors of the economy resulting in unprecedented
challenges for market participants, policymakers, and practitioners. This study envisages this …

This study investigates the dynamic connectedness across the variance risk premium in
international developed and emerging equity markets based on a Bayesian time-varying …

Purpose Given the evolving market integration, this study aims to explore the connectedness
of 12 real estate investment trusts (REITs) during the COVID-19 period …

Our study uses the quantile vector autoregressive (QVAR) network approach to compare the
median-based and tail connectedness in BRICS equity markets using daily time series …

This study provides an in-depth analysis of the dynamic connectedness among BRICS-plus
stock indices, focusing on three distinct periods: pre-COVID-19 era, during the COVID-19 …

Like no other calamitous event in recent memory, the COVID-19 pandemic has plunged the
world's financial system into disarray, triggering systemic risk spillovers across markets. In …

In this paper, we analyze the impact of the COVID-19 crisis on global stock sectors from two
perspectives. First, to measure the effect of the COVID-19 on the volatility connectedness …

This article aims to study asymmetric shock transmission among India's National Stock
Exchange sectoral indexes before and amid the COVID-19 crisis and the Russian–Ukraine …