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Bank competition using networks : a study on an emerging economy
Rahman, Molla Ramizur; Misra, Arun Kumar - In: Journal of risk and financial management : JRFM 14 (2021) 9, pp. 1-18
proposes a Market Power Network Index (MPNI), which uses network parameters to measure banks' market power. This network … structure shows a formation of bank clusters that are involved in competition. Specifically, network properties, such as …-bank market, and network density, do go on to explain banking competition. It is interesting to note that crisis periods witness a …
Persistent link: https://www.econbiz.de/10012628062
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A threshold GARCH model for Chilean economic uncertainty
Chávez, Diego; Contreras-Reyes, Javier E.; … - In: Journal of risk and financial management : JRFM 16 (2023) 1, pp. 1-15
In this paper, an autoregressive moving average (ARMA) model with threshold generalized autoregressive conditional heteroscedasticity (TGARCH) innovations is considered to model Chilean economic uncertainty time series. Uncertainty is measured through the Business Confidence Index (BCI) and...
Persistent link: https://www.econbiz.de/10014295421
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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
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
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Dynamic causality analysis of COVID-19 pandemic risk and oil market changes
So, Mike Ka-pui; Chan, Jacky N. L.; Chu, Amanda M. Y. - In: Journal of risk and financial management : JRFM 15 (2022) 6, pp. 1-11
prices. We perform rolling-sample tests to evidence whether two pandemic risk scores derived from network analysis, including …
Persistent link: https://www.econbiz.de/10013273581
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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 …
Persistent link: https://www.econbiz.de/10012792445
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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
In this study, we examine the effect of the COVID-19 pandemic on global economic activity, the stock market, and the energy sector considering the sizable damaging impacts in these crucial aspects. Our results, based on the structural vector autoregression (SVAR) model for the data from 21...
Persistent link: https://www.econbiz.de/10012534226
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How the COVID-19 pandemic influenced the approach to risk management in cycling events
Bazzanella, Filippo; Muratore, Nunzio; Schlemmer, … - In: Journal of risk and financial management : JRFM 14 (2021) 7, pp. 1-20
focuses on the main issue of the impact of the coronavirus disease 2019 (COVID-19) on the organization of sports events (SEs …
Persistent link: https://www.econbiz.de/10012622479
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Cryptocurrencies, diversification and the COVID-19 pandemic
Allen, David E. - In: Journal of risk and financial management : JRFM 15 (2022) 3, pp. 1-25
This paper features an analysis of cryptocurrencies and the impact of the COVID-19 pandemic on their effectiveness as a portfolio diversification tool and explores the correlations between the continuously compounded returns on Bitcoin, Ethereum and the S&P500 Index using a variety of parametric...
Persistent link: https://www.econbiz.de/10013161685
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Spatial analysis and modeling of the housing value changes in the U.S. during the COVID-19 pandemic
Li, Xinba; Kao, Chihwa - In: Journal of risk and financial management : JRFM 15 (2022) 3, pp. 1-25
COVID-19 has affected almost all sectors of the economy, including the real estate markets across different countries in the world. A rich body of literature has emerged in analyzing real estate market trends and revealing important information. However, few studies have used a spatial...
Persistent link: https://www.econbiz.de/10013165267
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Certificate of need laws and health care use during the COVID-19 pandemic
Choudhury, Agnitra Roy; Ghosh, Sriparna; Plemmons, Alicia - In: Journal of risk and financial management : JRFM 15 (2022) 2, pp. 1-11
new hospital beds. The coronavirus pandemic created a surge in demand for medical services, which might be exacerbated in …
Persistent link: https://www.econbiz.de/10012821552