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Sustainability of Stock Market against COVID-19 Pandemic
Chin, Lee; Foo, Yong Seong; Chen, Kong San; … - 2022
This study explored the sustainability of the stock market against the COVID-19 pandemic. The impacts of confirmed COVID-19 cases, COVID-19 deaths, and Movement Control Order (MCO) length on the stock market were examined. The Generalized Method of Moments (GMM) estimator was employed to analyze...
Persistent link: https://www.econbiz.de/10015213716
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Social Choice and Institutionalism
Obregon, Carlos - 2023
The main thesis in this manuscript is that a social choice theory based on aggregating individual preferences and values is insufficient to confront the social choices that today’s world is facing. It is defended in here that institutions play a critical role in any social choice, and that the...
Persistent link: https://www.econbiz.de/10015214328
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The Resolution of Economic Conflicts: Beyond the Economic System
Obregon, Carlos - 2022
Economic conflict resolution historically has been seen, by the main schools of economic thought, as the distribution of given, scarce resources. The neoclassical school argued that the distribution was efficiently solved by the price system, and the Marxist school argued that a revolution to...
Persistent link: https://www.econbiz.de/10015214333
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Expressions of market-based correlations between prices and returns of two assets
Olkhov, Victor - 2014
This paper derives the expressions of correlations between prices of two assets, returns of two assets, and price-return correlations of two assets that depend on statistical moments and correlations of the current values, past values, and volumes of their market trades. The usual...
Persistent link: https://www.econbiz.de/10015214639
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The Spread of the Credit Crisis: View from a Stock Correlation Network
Smith, Reginald - 2008
The credit crisis roiling the world's financial markets will likely take years and entire careers to fully understand and analyze. A short empirical investigation of the current trends, however, demonstrates that the losses in certain markets, in this case the US equity markets, follow a cascade...
Persistent link: https://www.econbiz.de/10015215211
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Stock Market Integration and Volatility Spillover:India and its Major Asian Counterparts
Mukherjee, Kedar nath; Mishra, R. K. - 2008
Return and volatility spillover among Indian stock market with that of 12 other developed and emerging Asian countries … possibility of stock market integration and volatility spillover among India and its major Asian counterparties. Apart from …, stock markets in Pakistan and Sri Lanka are found to be strongly influenced by movements in Indian market. Though most of …
Persistent link: https://www.econbiz.de/10015215285
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The Spread of the Credit Crisis: View from a Stock Correlation Network
Smith, Reginald - 2008
The credit crisis roiling the world's financial markets will likely take years and entire careers to fully understand and analyze. A short empirical investigation of the current trends, however, demonstrates that the losses in certain markets, in this case the US equity markets, follow a cascade...
Persistent link: https://www.econbiz.de/10015215799
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On the Efficiency of Foreign Exchange Markets in times of the COVID-19 Pandemic
Aslam, Faheem; Aziz, Saqib; Nguyen, Duc Khuong; Mughal, … - 2020
We employ multifractal detrended fluctuation analysis (MF-DFA) to provide the first look at the efficiency of forex markets during the initial period of ongoing COVID-19 pandemic, which has disrupted the financial markets globally. We use high frequency (5-min interval) data of six major...
Persistent link: https://www.econbiz.de/10015216175
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The Spread of the Credit Crisis: View from a Stock Correlation Network
Smith, Reginald - 2008
The credit crisis roiling the world's financial markets will likely take years and entire careers to fully understand and analyze. A short empirical investigation of the current trends, however, demonstrates that the losses in certain markets, in this case the US equity markets, follow a cascade...
Persistent link: https://www.econbiz.de/10015217006
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The Spread of the Credit Crisis: View from a Stock Correlation Network
Smith, Reginald - 2008
The credit crisis roiling the world's financial markets will likely take years and entire careers to fully understand and analyze. A short empirical investigation of the current trends, however, demonstrates that the losses in certain markets, in this case the US equity markets, follow a cascade...
Persistent link: https://www.econbiz.de/10015217098