The response of governments to the COVID-19 outbreak was foremost oriented to two objectives: saving lives and limiting economic losses. However, the effectiveness and success factors of interventions were unknown ex-ante. This study aims to shed light on the drivers of countries' performances...

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...

It is clear that in the transition out of the COVID-19 crisis in Colombia there will be great need for formal job creation. One source that has been widely discussed in policy circles is strengthening linkages of Colombian firms with Global Value Chains (GVCs). Another source that has received...

This paper studies the reaction of share prices in the Chilean securities market at the sectoral level to the arrival of COVID-19 in the country. The following question is answered: Did the Chilean market act efficiently before the arrival of COVID-19? To answer this question, an event study...

The investigation of the fractal nature of financial data has been growing in the literature. The purpose of this paper is to investigate the impact of the COVID-19 pandemic on the efficiency of agricultural futures markets by using multifractal detrended fluctuation analysis (MF-DFA). To better...

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...