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The COVID-19 shock : a Bayesian approach

Younes, Oussama Abi; Altuğ, Sumru - In: Journal of risk and financial management : JRFM 14 (2021) 10, pp. 1-15

The coronavirus crisis that started in December 2019 was declared a pandemic by March 2020 and had devastating global … of the lockdown measures. However, the massive fiscal and monetary stimulus packages to counteract the effects of the …

Persistent link: https://www.econbiz.de/10012792445

The impact of COVID-19 and its policy responses on local economy and health conditions

Gungoraydinoglu, Ali; Öztekin, Ilke; Öztekin, Özde - In: Journal of risk and financial management : JRFM 14 (2021) 6, pp. 1-27

US states have implemented lockdown measures to contain the COVID-19 pandemic. We assess the impact of state policy … associated with social distancing. We find that lockdown measures are effective in alleviating disease severity, but yield …

Persistent link: https://www.econbiz.de/10012587672

Cultural differences between university students in online learning quality and psychological profile during COVID-19

Sato, Simone Nomie; Condes Moreno, Emilia; Rico … - In: Journal of risk and financial management : JRFM 15 (2022) 12, pp. 1-12

online teaching phase (lockdown), but higher grades and higher levels of motivation compared to Europeans. Indeed, Latin … to the appearance of the asynchronous teaching model. Throughout the pandemic at an educational level, we can distinguish … been studied. The study aims to analyze the psychological profile, and perception of quality in the teaching …

Persistent link: https://www.econbiz.de/10014284419

Mitigation strategies for COVID-19 : lessons from the K-SEIR model calibrated to the observable data

Lipton, Alexander; López de Prado, Marcos M. - In: Journal of risk and financial management : JRFM 15 (2022) 6, pp. 1-38

This article develops a detailed epidemiological multi-factor model, the K-susceptible-exposed-infected-removed (K-SEIR) model, and several simpler sub-models as its building blocks. The general model enables us to account for all the relevant COVID-19 features, its disparate impact on different...

Persistent link: https://www.econbiz.de/10013273604

Financial stress and health considerations : a tradeoff in the reopening decisions of U.S. liberal arts colleges during the COVID-19 pandemic

Tobin, Jonah; Hall, Oliver; Lazris, Jacob; Zimmerman, … - In: Journal of risk and financial management : JRFM 14 (2021) 8, pp. 1-19

This paper presents empirical evidence on factors influencing choices made by members of the Annapolis Group of Liberal Arts colleges regarding whether to operate primarily in-person, primarily online or some flexible alternative during the COVID-19 pandemic of 2020. This paper examines the...

Persistent link: https://www.econbiz.de/10012627020

Are GARCH and DCC values of 10 cryptocurrencies affected by COVID-19?

Yan, Kejia; Yan, Huqin; Gupta, Rakesh - In: Journal of risk and financial management : JRFM 15 (2022) 3, pp. 1-25

This paper examines the dynamic conditional correlations among 10 cryptocurrencies and the possibility of hedging investment strategies among multiple cryptocurrencies over the period affected by COVID-19 from 2017 to 2022. After studying the relationship between Bitcoin, Ethereum, and the other...

Persistent link: https://www.econbiz.de/10013161876

The impact of the COVID-19 pandemic on consumer and business confidence indicators

Teresiene, Deimante; Keliuotyte-Staniuleniene, Greta; … - In: Journal of risk and financial management : JRFM 14 (2021) 4, pp. 1-23

The COVID-19 pandemic and induced economic and social constraints have significantly impacted the confidence of both consumers and businesses. Despite that, comprehensive studies of the impact of the COVID-19 pandemic on the consumer and business sentiment are still lacking. Thus, in our...

Persistent link: https://www.econbiz.de/10012520682

Cost-effectiveness analysis of COVID-19 case quarantine strategies in two australian states : New South Wales and Western Australia

Melia, Adrian; Lee, Doowon; Mahmoudi, Nader; Li, Yameng; … - In: Journal of risk and financial management : JRFM 14 (2021) 7, pp. 1-14

Two main strategies, home and hotel isolation, have been used to isolate COVID-19 cases in most countries. Both have proven to be somewhat medically effective, but the costs to produce the desired outcome remain unclear. We used a decision tree model to compare alternatives and a simulation...

Persistent link: https://www.econbiz.de/10012622708

Evidence of stock market contagion during the COVID-19 pandemic : a wavelet-copula-GARCH approach

Alqaralleh, Huthaifa; Canepa, Alessandra - In: Journal of risk and financial management : JRFM 14 (2021) 7, pp. 1-18

In this study, we propose a wavelet-copula-GARCH procedure to investigate the occurrence of cross-market linkages during the COVID-19 pandemic. To explore cross-market linkages, we distinguish between regular interdependence and pure contagion, and associate changes in the correlation between...

Persistent link: https://www.econbiz.de/10012626221

S&P 500 index price spillovers around the COVID-19 market meltdown

Lento, Camillo; Gradojevic, Nikola - In: Journal of risk and financial management : JRFM 14 (2021) 7, pp. 1-13

This paper explores price spillover effects around the COVID-19 pandemic market meltdown between the S&P 500 index, five other financial markets, and the VIX. Frequency domain causalities are estimated for the January-May 2020 time period on a high-frequency data set at five-minute intervals....

Persistent link: https://www.econbiz.de/10012626222