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The COVID-19 pandemic has elevated both the risk and volatility of energy companies. Can mass vaccinations restore stability within this sector? To answer this question, we investigate stock market data from fifty-eight countries from January 2020 to April 2021. We document that vaccination...
Persistent link: https://www.econbiz.de/10012799942
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
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
This article presents how the COVID-19 pandemic affected the valuation profession in Poland in the early stages of its most severe restrictions and limitations. This study is the first to investigate the impact of COVID-19 on the professional activities of property valuers. In particular, it...
Persistent link: https://www.econbiz.de/10012626869
This research is the earliest attempt to understand the impact of inflation and the interest rate on output growth in the context of Pakistan using the wavelet transformation approach. For this study, we used monthly data on inflation, the interest rate, and industrial production from January...
Persistent link: https://www.econbiz.de/10012605914
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
Cancellation of the events offered by cultural institutions was caused by the restrictions introduced by the government and, at a critical moment, a national lockdown. The COVID-19 pandemic forced cultural institutions to adapt to the new reality. The aim of this article was to present the...
Persistent link: https://www.econbiz.de/10012522278
the Japanese stock market differs between a few years preceding the coronavirus disease 2019 (pre-COVID-19), from 2014 to …
Persistent link: https://www.econbiz.de/10013471003
This study examines whether the dynamic relationship between the Chinese and international fossil markets changed during the 2008 financial crisis and is changing during the COVID-19 pandemic. The impact of the crises are analyzed by including the periods affected by the crises as dummy...
Persistent link: https://www.econbiz.de/10012534536
The coronavirus crisis that started in December 2019 was declared a pandemic by March 2020 and had devastating global …
Persistent link: https://www.econbiz.de/10012792445