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Examining the impact of coronavirus on stock markets : investigating the cointegration and transmission of shocks between China and the world's largest stock markets
Ul Haq, Naveed; Shirwani, Abid H. K. - In: International journal of business and emerging markets … 13 (2021) 2, pp. 206-232
Persistent link: https://www.econbiz.de/10012505548
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Heterogeneous impacts of international oil price shocks on the stock market : evidence from China
Zhang, Xiang; Liu, Lu - In: Emerging markets, finance and trade : EMFT 56 (2020) 12, pp. 2749-2771
Persistent link: https://www.econbiz.de/10012312677
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Predicting stock returns in the presence of COVID-19 pandemic : the role of health news
Salisu, Afees A.; Xuan Vinh Vo - In: International review of financial analysis 71 (2020), pp. 1-10
Persistent link: https://www.econbiz.de/10012437031
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Essays on asset pricing with contagion, endogenous growth, and long-run risk
Grüning, Patrick - 2015
Persistent link: https://www.econbiz.de/10010530710
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Time variation in macro-financial linkages
Prieto, Esteban; Eickmeier, Sandra; Marcellino, Massimiliano - In: Journal of applied econometrics 31 (2016) 7, pp. 1215-1233
Persistent link: https://www.econbiz.de/10011687454
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Fiscal policy shocks and stock prices in the United States
Mumtaz, Haroon; Theodoridis, Konstantinos - 2018
1980. Over the period 1955-1979 an expansionary spending or revenue shock was associated with modestly higher stock prices …. After 1980, along with a decline in the fiscal multiplier, the response of stock prices to the same shock became negative …
Persistent link: https://www.econbiz.de/10011887044
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Non-linear effects of oil shocks on stock prices
Mumtaz, Haroon; Pirzada, Ahmed; Theodoridis, Konstantinos - 2018
find that an adverse oil supply shock has a negative effect on stock prices when oil inflation is low. In contrast, this … rates encourage firms to get highly leveraged. A negative oil shock in this scenario leads to a substantial increase in … shock, ameliorating the impact on the stock market. …
Persistent link: https://www.econbiz.de/10011895018
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Oil price shocks and stock market performance in the BRICs : some evidence using FAVAR models
Naser, Hanan; Rashid, Abdul - In: Economic issues 23 (2018), pp. 85-108
Persistent link: https://www.econbiz.de/10011917764
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VAR models on the relation between stock prices and the macroeconomy
Berg, Tim Oliver - 2010
Persistent link: https://www.econbiz.de/10008857676
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Time variation in macro-financial linkages
Prieto, Esteban; Eickmeier, Sandra; Marcellino, Massimiliano - 2013
We analyze the contribution of credit spread, house and stock price shocks to GDP growth in the US based on a Bayesian VAR with time-varying parameters estimated over 1958-2012. Our main findings are: (i) The contribution of financial shocks to GDP growth fluctuates from about 20 percent in...
Persistent link: https://www.econbiz.de/10009739598