Unveiling the global nexus: Pandemic fear, government responses, and climate change-an empirical study.

This study examined the relationships between pandemic fear, government responses, and climate change using a time-series dataset from January 1, 2020, to December 31, 2020. By employing an auto-regressive distributed lag (ARDL) approach, the results revealed that pandemic fear significantly impacts climate change, while government responses to COVID-19 negatively influence climate change in the long run. Climate change and government responses significantly positively affect pandemic fear in the long run.

COVID-19 pandemic and financial market volatility: A quantile regression approach.

The study examined the nexus between the COVID-19 pandemic and the market volatility of the global markets. For this purpose, a 30-country sample was used based on the most COVID-19 cases and deaths during the study period, from January 1 to December 12, 2020. We employed panel quantile regression and Panel Estimated Generalized Least Square (Panel-EGLS) frameworks to analyze the influence of COVID-19 on volatility in the whole sample and subsamples of emerging and developed markets.

Empirical nexus between financial inclusion and carbon emissions: Evidence from heterogeneous financial economies and regions.

We aim to investigate the empirical nexus between carbon emissions and financial inclusion for a panel of 74 countries from 2004 to 2020 based on the environment kuznets curve (EKC). Using the advanced panel data analysis framework of Driscoll-Kraay, Generalised linear model, and Prais-Winsten test for the entire sample and heterogeneous subsamples, we document an inverted U-shape relationship between carbon emissions and inclusive financial system. Notably, an inverted U-shape relationship is established in developed, emerging and frontier economies except in standalone economies.