<p>This study examines the evolving concept of stock market volatility spillovers during crises using bibliometric analysis to assess the social and intellectual frameworks of volatility spillover research. The SPAR-4-SLR protocol facilitated the review of 329 journal articles indexed in Scopus without imposing time constraints. RStudio and VOSviewer were used for the bibliometric analysis. The social structure examines publication trends, journal evaluations, key articles, author influence, affiliations, and countries. The intellectual framework was analyzed using bibliographic coupling and thematic content analysis. By merging the analysis of intellectual frameworks with current thematic developments, this study offers a comprehensive overview of how volatility spillover studies have evolved and highlights potential avenues for future research. The results identify the leading research streams and current themes influencing volatility spillover studies during crises. These findings could aid researchers and market participants in understanding the shifting dynamics of crisis-induced volatility transmission and emerging areas of academic focus.</p>

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Crisis-induced volatility spillovers in stock markets: a bibliometric analysis of research trends and future directions

  • Shivam Johar,
  • Amisha Gupta,
  • Himani Gupta

摘要

This study examines the evolving concept of stock market volatility spillovers during crises using bibliometric analysis to assess the social and intellectual frameworks of volatility spillover research. The SPAR-4-SLR protocol facilitated the review of 329 journal articles indexed in Scopus without imposing time constraints. RStudio and VOSviewer were used for the bibliometric analysis. The social structure examines publication trends, journal evaluations, key articles, author influence, affiliations, and countries. The intellectual framework was analyzed using bibliographic coupling and thematic content analysis. By merging the analysis of intellectual frameworks with current thematic developments, this study offers a comprehensive overview of how volatility spillover studies have evolved and highlights potential avenues for future research. The results identify the leading research streams and current themes influencing volatility spillover studies during crises. These findings could aid researchers and market participants in understanding the shifting dynamics of crisis-induced volatility transmission and emerging areas of academic focus.