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Recycled fibres used as reinforcements are obtained from garment cut wastes of cotton, polyester and cotton/polyester fabrics to develop these composites. These composites are developed by using Epoxy resin, Kaolinite, Polypropylene sheet as matrices. Reinforcements and matrices have been used in different compositions and combinations to develop these composites. The main advantages of this type of composites are to combine the different properties of different materials to obtain unique and high-performance material.

Garment cut wastes from apparel industries are used for various applications in various industries. Normally, garment cut wastes and recycled fibres from garment cut wastes are used in textile, furniture, carpet, paper, automobile, construction and agricultural industries in low mechanical performance applications. In this research, composites are developed by using recycled fibres obtained from garment cut wastes as reinforcement and with different types of matrices.

Technical properties like thickness, mass per unit area, Tensile strength, Flexural strength, Impact strength, Water absorbency and Scanning Electron Microscope of developed composites were tested and analyzed. The outcome of the results demonstrates that many of the composite proportions with different blend, reinforcement and matrcies show superior mechanical performances when compared with each other, and it can be recommended for many potential applications.

The properties of composites are dependent on the different blend proportions of recycled fibres with reinforcement and matrices. Based on the result of tensile strength, polyester/cotton fibre reinforced composites show superior strength compared to other recycled fibre reinforced samples and it can be suitably tailored further by appropriate design of different lay-up angle and orientation with the number of different preformed layers of reinforcements to suit the intended applications.

This paper aims to investigate whether the interest rate differentials Granger cause expected change in the exchange rate during the COVID-19 period. The study examines if the investors in the international assets and exchange rate markets take advantages of the relevant information obtained during the COVID-19 pandemic.

This paper used daily data ranging from January 31, 2020 to June 30, 2020 and considered BRIICS economies. The study implemented the Toda–Yamamoto’s Granger causality approach to identify the causality between interest rate differentials and exchange rates. For robustness checks, the study used ARLD short-run dynamics to infer causal relations.

Overall, the results indicate that the interest rate differentials improve the predictability of subsequent exchange rate changes in all six BRIICS economies during the COVID-19 period wherein investors are forward-looking. The empirical results pass the robustness checks.

There is a lack of studies exploring the relationship between interest rate differentials and exchange rates in the presence of an unanticipated event such as the current pandemic. To the best of the authors’ knowledge, this is the first study to explore the causal linkages between interest rate differentials and expected change in exchange rates, focusing on the COVID-19 outbreak period.

This study investigated the impact of the coronavirus disease 2019 (COVID-19) pandemic on the Asian-Australasian cruise shipping network. The analysis was carried out using complex network analysis and data collected for two periods, before and after the pandemic outbreak. The analysis revealed that the network structure and properties have changed after the outbreak of the COVID-19 pandemic. Interestingly, the network’s density and the number of links have increased, but its scale-free property remains with the degree distribution follows the power law. The network has a higher connectivity efficiency with a smaller average path length and a higher clustering coefficient. Its hub ports still maintain an extensive connection. The network’s flow efficiency becomes higher and connectivity stronger after the pandemic. The role of cruise ports has changed as indicated by the degree, betweenness, closeness and eigenvector centralities. The study’s findings indicate that the cruise shipping sector could further enhance efficiency and identify strategies to assist the management in similar circumstances.

The purpose of this paper is to investigate the effects of exchange rate volatility, oil price return and COVID-19 cases on the stock market returns and volatility for selected emerging market economies. Additionally, this study compares the market performance in the emerging economies during the COVID-19 pandemic with the pre-COVID and global financial crisis (GFC) period.

The authors apply the arbitrage pricing theory to model the risk-return relationship between the risk-based factors (exchange rate volatility and COVID-19 cases) and stock market returns. By applying the exponential generalized autoregressive conditional heteroskedasticity model, the study captures the asymmetric volatility spillover from the stock markets to foreign exchange markets and vice versa.

Findings reveal that exchange rate volatility exerts a negative and significant effect on the market returns in Brazil (BOVESPA), Chile (S&P CLX IPSA), India (SENSEX), Mexico (S&P BMV IPC) and Russia (MOEX) during the coronavirus pandemic. Regarding the effect of oil price returns, the authors find a positive relationship between oil price and stock market returns across all the economies in the study. The market returns of Russia, India, Brazil and Peru appeared more volatile during the pandemic than the GFC period.

As the exchange rate volatility is causing higher risk and uncertainty in the stock market’s performance, the central bank’s effort to maintain a stabilizing effect on the exchange rate sale can be proven crucial for the economies under consideration. Emphasized should also be given to boost investors’ confidence in the stock market, and for this, the government policy actions in reducing the transmission of the disease are the need of the hour.

While a large volume of literature on stock market performance in times of COVID-19 has emerged from developed economies, this study adds to the literature by exploring the emerging economies’ stock market performance during the COVID-19 pandemic. Unlike previous literature, this study examines the volatility spillover between stock and exchange rate markets in the worst affected emerging economies during the crisis.

This study aims to examine the impact of Covid-19 on social and eco-environmental sustainability. It will also investigate the effect of advanced technologies in the post-pandemic era.

To get the robust findings, GMM (Generalized Method of Moments) modeling is employed on the panel data of 50 countries across the globe.

The outcomes indicate that gross fixed capital, logistical operations, knowledge spillover are positive, while Covid-19 is negatively associated with international trade. The results also revealed that Covid-19 spurs poverty and vulnerable employment, while the fertility rate increase creates pressure on economic growth. Also, fossil fuel and energy consumption contribute to carbon emission, while green and advanced technologies may mitigate the environment's adverse effects.

This study is the first of its kind to provide a solution to the challenges posed by the Covid-19 pandemic in the post-pandemic environment. Furthermore, researchers, managers and legislators can use this article's findings to formulate relevant policies for post-pandemic.

This paper aims to investigate the impact of the coronavirus (COVID-19) on major stock markets. Specifically, an event study analysis is executed to estimate the abnormal returns of selected stock indices from 15 countries to key events concerning the global pandemic.

Specifically, an event study analysis is executed to estimate the abnormal returns of selected stock indices from 15 countries to key events concerning the global pandemic. The study continues with a regression analysis that looks into cross-country variation of estimated abnormal returns by using country-specific characteristics as predictors.

The results indicate that stock markets of countries that have larger foreign direct investment exposure to China, higher democracy index, a higher number of confirmed COVID-19 cases and that accept a higher percentage of Chinese tourists are more prone to getting negatively affected by such a global health crisis. On the other hand, stock markets of countries with higher health expenditure, a higher level of preparedness for pandemics and higher gross domestic product per capita are likely to have less negative abnormal returns.

It is one of the first studies that focuses on determining the country-specific characteristics that influence the reaction of financial markets to a global health crisis that the world is experiencing today with the COVID-19 infectious disease. Investigating cross-country effects is very relevant and important today because countries and their relevant policymakers can take lessons and get better prepared for future pandemics only by recognizing the relevant points that are underlying and shape the response of the country’s economy to such a global health crisis.

This paper aims to empirically examine the effect of Coronavirus disease 2019 (COVID-19) pandemic on cryptocurrency market returns with particular attention to top five cryptocurrencies and COVID-19 confirmed and death cases.

The study applies the linear Toda and Yamamoto and nonlinear Diks and Panchenko Granger causality test to know the causal relationship of cryptocurrencies with COVID-19 pandemic. The study also uses the Narayan and Popp endogenous two structural break tests to capture the break period of the sample.

The findings of the study confirm the existence of unidirectional causal relation from COVID-19 confirmed and death cases to cryptocurrency price returns. While examining the break periods, the post-break period result indicates the presence of unidirectional linear causality from COVID-19 confirmed cases to Bitcoin and Ethereum price returns. This shows that prior knowledge of COVID-19 pandemic growth helps to predict the return of cryptocurrencies.

The study suggests the investors or crypto lovers to observe the growth of COVID-19 situations during their investment in cryptocurrency markets.

This paper aims to examine whether competition from Islamic banks add to the financial stability and profitability of financial sector and to assess the sources of such (in)stability.

Using Herfindahl–Hirschman Index as a measure of competition and Z-score as a measure of stability, the authors run panel GMM regressions to assess their association with data from 84 banks in Indonesia and Malaysia over a period from 2005 to 2018.

Increasing competition from Islamic banks in East Asian banking industry adds to the stability of the system while it does not affect profitability. This stability is derived from both asset and liability side.

While adding to the literature on banking and Islamic finance, this paper suggests to the policy makers that policies promoting Islamic banking will tend to assist in enhancing financial sector stability.

Growth in alternative financial instruments brings steadiness within the financial structure. Such growth and competition should be encouraged.

The paper exploits an interesting setting of dual-banking industry in two large Muslim-majority developing country for testing two competing theories: competition-fragility and competition-stability. Such a setting also allowed us to examine whether increasing stability of financial sector is driven by demand or supply.

Using panel data for the Regional Comprehensive Economic Partnership (RCEP) member states, the present study explored the role of RCEP negotiations on tourism development.

A dynamic econometric model, namely the panel autoregressive dynamic lag model (PARDL) has been used. To test for panel causality, Dumitrescu–Hurlin panel causality tests were used.

Through the use of a dynamic econometric model, namely the PARDL, the results show that the RCEP negotiations, growth rates, as well as international trade contribute towards tourism development. Furthermore, the Dumitrescu–Hurlin panel causality tests confirm the existence of a bidirectional causal link between tourism development and RCEP negotiations. Finally, a unidirectional causal link is observed between tourism development and international trade.

This existing evidence on the topic seems to be very scant and limited to specific regions and particular regional trade agreements. This paper thus fills an important gap in the literature by advancing evidence about the effects of the RCEP on international tourism flows across member countries.

This paper aims to examine the stock market reactions of firms and industries in Malaysia to the government’s COVID-19 movement control order (MCO) announcement. As China is Malaysia’s leading trading partner, the authors also observe if the Chinese Government’s confirmation of human-to-human coronavirus transmission affects firms’ stock market reactions. In addition, this study examines whether the Malaysian Government’s ease of restrictions on economic activities affects firms’ stock market reactions. Finally, this study analyses the effect of COVID-19 number of confirmed cases on firms’ abnormal returns.

This study uses an event study methodology to determine the abnormal returns between day −30 to day 30 of the announcements. In addition, this study uses the regression estimation to determine whether the COVID-19 number of confirmed cases explain the abnormal returns.

This study finds that investors react negatively to the announcement of the MCO and confirmation of the human-to-human transmission of coronavirus over the event windows. However, the cumulative average abnormal returns (CAARs) started to recover when stimulus packages were introduced, and the lockdown measures were eased, allowing businesses to reopen. This study also finds that only firms in the health-care sector reported significant positive CAARs. Stock returns of the utilities and telecommunication firms showed no changes, while eight other sectors fell remarkably. The results also show that the COVID-19 number of confirmed cases adversely affects firms’ abnormal returns.

This study suggests that stock prices incorporate bad and good news surrounding the announcements of major international and local events related to the COVID-19 pandemic. Thus, investors should consider such factors in making investment decisions.

To the best of the authors’ knowledge, this paper is one of the early research works investigating the stock market reactions to the COVID-19 major announcements (MCO, human-to-human transmission and ease of restrictions on economic activities) using an event study methodology in an emerging market, namely, Malaysia. This study is timely in light of the recently increasing calls for researchers to analyse the potential economic impacts of COVID-19 on global capital markets, especially in emerging markets whose evidence is scarce.