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Spillovers of the COVID-19 pandemic : impact on global economic activity, the stock market, and the energy sector

Hasan, Md. Bokhtiar; Masnun Mahi; Sarker, Tapan; Amin, … - In: Journal of risk and financial management : JRFM 14 (2021) 5, pp. 1-18

and negatively impact all the endogenous variables such as Baltic dry index (BDI), MSCI world index (MSCI), and MSCI world …

Persistent link: https://www.econbiz.de/10012534226

Globalization and the outbreak of COVID-19 : an empirical analysis

Farzanegan, Mohammad Reza; Feizi, Mehdi; Fereidouni, … - In: Journal of risk and financial management : JRFM 14 (2021) 3/105, pp. 1-10

The purpose of this study is to examine the relationship between the extension of globalization and coronavirus disease … show that countries with higher levels of socio-economic globalization are exposed to higher levels of CFR. The positive … association between the level of globalization of countries and their COVID-19 fatality rate remains robust, controlling for cross …

Persistent link: https://www.econbiz.de/10012485023

Effect of COVID-19 on international trade among the Visegrad countries

Ugurlu, Erginbay; Jindřichovská, Irena - In: Journal of risk and financial management : JRFM 15 (2022) 2, pp. 1-20

The impact of the COVID-19 pandemic has been detrimental to all countries, despite the continuous efforts of governments on all continents to attempt to mitigate its damaging effects. All economic and social indicators have worsened. This study explores the impact of COVID-19 on international...

Persistent link: https://www.econbiz.de/10012816139

Responses of the international bond markets to COVID-19 containment measures

Bao Cong Nguyen To; Tam Van Thien Nguyen; Nham Thi Hong … - In: Journal of risk and financial management : JRFM 15 (2022) 3, pp. 1-11

Using an international sample during the COVID-19 outbreak, our study gives evidence that COVID-19 containment measures impact volatility in the international bond markets in different ways. We found that the positive effect of increasing new COVID-19 vaccinations markedly mitigates bond market...

Persistent link: https://www.econbiz.de/10013163880

COVID-19 vaccinations and the volatility of energy companies in international markets

Demir, Ender; Kizys, Renatas; Rouatbi, Wael; Zaremba, Adam - In: Journal of risk and financial management : JRFM 14 (2021) 12, pp. 1-21

world. The drop in volatility is statistically and economically significant and robust to many considerations. The observed … developed markets rather than in emerging ones. Our findings bear clear practical implications: policy makers around the world …

Persistent link: https://www.econbiz.de/10012799942

Modelling the impact of different COVID-19 pandemic waves on real estate stock returns and their volatility using a GJR-GARCHX approach : an international perspective

Tomal, Mateusz - In: Journal of risk and financial management : JRFM 14 (2021) 8, pp. 1-9

This paper aims to investigate the impact of various COVID-19 pandemic waves on real estate stock returns and their volatility in developed (US, Australia), emerging (Turkey, Poland), and frontier (Morocco, Jordan) markets. A study using a GJR-GARCHX model revealed that the pandemic outbreak had...

Persistent link: https://www.econbiz.de/10012626774

Covid-19 and Islamic stock index : evidence of market behavior and volatility persistence

Saleem, Adil; Bárczi, Judit; Sági, Judit - In: Journal of risk and financial management : JRFM 14 (2021) 8, pp. 1-22

economic aspects of the world. This study investigated the Islamic stock market's reaction and changes in volatility before and …

Persistent link: https://www.econbiz.de/10012627110

Poland-Turkey comparison of mobile payments quality in pandemic time

Chmielarz, Witold; Zborowski, Marek; Fandrejewska, Alicja; … - In: Journal of risk and financial management : JRFM 14 (2021) 9, pp. 1-22

included the most active Internet users who are taking full advantage of the benefits of globalization, which is facilitated by … to bridge the gaps between countries, which may be supported by globalization processes. …

Persistent link: https://www.econbiz.de/10012628393

Contrasting cryptocurrencies with other assets : full distributions and the COVID impact

Maasoumi, Esfandiar; Wu, Xi - In: Journal of risk and financial management : JRFM 14 (2021) 9, pp. 1-15

We investigate any similarity and dependence based on the full distributions of cryptocurrency assets, stock indices and industry groups. We characterize full distributions with entropies to account for higher moments and non-Gaussianity of returns. Divergence and distance between distributions...

Persistent link: https://www.econbiz.de/10012628498

Were culture and heritage important for the resilience of tourism in the COVID-19 pandemic?

Jurlin, Krešimir - In: Journal of risk and financial management : JRFM 15 (2022) 5, pp. 1-10

The unprecedented impact of the COVID-19 on the world tourism is clear and obvious. Still, modelling the impact on …

Persistent link: https://www.econbiz.de/10013273440