DeFi, Cryptocurrency, Safe-haven asset, Financial conditions, Spillovers.
AI stocks, oil, safe haven, quantile connectedness
Chinese sector stocks, Crude oil futures, Asymmetric spillovers, COVID-19, Financial crisis
Asian markets; oil prices; frequency co-movements; COVID-19; wavelet
Crude oil, European stock sectors, Tail dependence, Dependence-switching copula, Russia-Ukraine tensions
Real estate investment trust (REIT), Investor sentiment, Risk-return trade-off, COVID-19 pandemic
commodity prices; spillovers; diversification benefits; copula
Natural gas, Oil, stock markets, spillovers, Tail dependence
Bank stock returns; Developed and emerging Europe; Non-linear dependence; Spillovers; Copulas; CoVaR