This paper aims to empirically test the impact of entrepreneurial competencies on the performances of SMEs in Bangladesh. The data are obtained from 115 entrepreneurs by a structured questionnaire. The partial least square structural equation modeling (PLS-SEM) method is applied to find the causal relationship between exogenous and endogenous variables. The results reveal that the organizing and leading, learning, relationship, and commitment competencies of entrepreneurs have a meaningful impact on SME performance. On the contrary, strategic and opportunity competencies have no effect on the performance of SMEs. The contribution of this study is to find out the relevant entrepreneurial competencies and to empirically test their impacts on the performance of SMEs in a developing country setting. This study gives insights into the policymakers regarding the entrepreneurship training and development program. Finally, the competency measurement of this study provides a unique scope for designing such training and development programs for entrepreneurs.

This study aims to investigate how FinTech evolved over time in research using bibliometric analysis. First, 1359 publications particularly related to the field of FinTech, from 2010 to 2021, were collected from the Scopus database. This study analyzed the fundamental issues and characteristics of FinTech in research, such as the annual contribution of publication, hot in the press, and foci, using theme analysis, concurrence analysis, and timeline analysis of authors’ keywords. Second, prolific objects, such as journals, authors, institutions, countries, regions, and corresponding pivotal cooperative relationship mapping were used to present who leads considerable attention in FinTech research. Third, the citation structures of authors and journals were investigated, and presented the burst detection analysis of cited authors, journals, and references. Finally, combining the analysis results with the current financial environment, the challenges and future development opportunities are discussed further. This bibliometric analysis revealed an increasing annual publication trend, a shifting focus on financial inclusion, a dominance of authors from the USA, and a growing number of international collaborations and publications from different sources, indicating FinTech as a lively field with potential for further scientific enrichment. Accordingly, this comprehensive study of the FinTech documents not only reviews the current research characteristics and trajectories, but also helps scholars find the appropriate research entry-point and conduct in-depth research.

Purpose: In this study, the authors analyze the impact of geopolitics risk on Sukuk, Islamic and composite stocks, oil and gold markets and portfolio diversification implications during the COVID-19 pandemic and Russia–Ukraine conflict period.Design/methodology/approach: The study used a mix of wavelet-based approaches, including continuous wavelet transformation and discrete wavelet transformation. The analysis used data from the Geopolitical Risk index (GP{R), Dow Jones Sukuk index (SUKUK), Dow Jones Islamic index (DJII), Dow Jones composite index (DJCI), one of the top crude oil benchmarks which is based on the Europe (BRENT) (oil fields in the North Sea between the Shetland Island and Norway), and Global Gold Price Index (gold) from May 31, 2012, to June 13, 2022.Findings: The results of the study indicate that during the COVID-19 and Russia–Ukraine conflict period geopolitical risk (GPR) was in the leading position, where BRENT confirmed the lagging relationship. On the other hand, during the COVID-19 pandemic period, SUKUK, DJII and DJCI are in the leading position, where GPR confirms the lagging position.Originality/value: The present study is unique in three respects. First, the authors revisit the influence of GPR on global asset markets such as Islamic stocks, Islamic bonds, conventional stocks, oil and gold. Second, the authors use the wavelet power spectrum and coherence analysis to determine the level of reliance based on time and frequency features. Third, the authors conduct an empirical study that includes recent endogenous shocks generated by health crises such as the COVID-19 epidemic, as well as shocks caused by the geopolitical danger of a war between Russia and Ukraine.Highlights: We analyze the impact of geopolitics risk on Sukuk, Islamic and composite stocks, oil and gold markets and portfolio diversification implications during the COVID-19 pandemic and Russia–Ukraine conflict period. The results of the wavelet-based approach show that Dow Jones composite and Islamic indexes have observed the highest mean return during the study period. GPR and BRENT are estimated to have the highest amount of risk throughout the observation period. Dow Jones Sukuk, Islamic and composite stock show similar trend of volatility during the COVID-19 pandemic period and comparatively gold observes lower variance during the COVID-19 pandemic and Russia–Ukraine conflict.

This study aims to investigate the dynamic conditional correlation and volatility spillover between the conventional and Islamic stock markets in developed and emerging countries in order to develop better portfolio and asset allocation strategies. We used both multivariate GARCH (MGARCH) and multi-scales-based maximal overlap discrete wavelet transform (MODWT) approaches to investigate dynamic conditional correlation and volatility spillover between conventional and Islamic stock markets in developed and emerging countries. The results show that conventional and Islamic markets move together in the long run for a specific time horizon and present time-varying volatility and dynamic conditional correlation, while volatility movement changes due to financial catastrophes and market conditions. Further, the findings point out that Chinese conventional and Islamic stock indexes showed higher volatility, whereas Malaysian conventional and Islamic stock indexes showed comparatively lower volatility during the global financial crisis. This study provides fresh insights and practical implications for risk management, asset allocation, and portfolio diversification strategies that evaluate stock market reactions to the crisis in the international avenues of finance literature.