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The crisis caused by the outbreak of COVID-19 revealed the global unpreparedness for handling the impact of a pandemic. In this paper, we present a first quarter chronicle of COVID-19 in Hubei China, Italy and Spain, particularly focusing on infection speed, death and fatality rates. By...
Persistent link: https://www.econbiz.de/10012390429
This research examines the correlations between the return volatility of cryptocurrencies, global stock market indices, and the spillover effects of the COVID-19 pandemic. For this purpose, we employed a two-stage multivariate volatility exponential GARCH (EGARCH) model with an integrated...
Persistent link: https://www.econbiz.de/10014295230
We examine the growth of Lodging REIT’s stock market performance and the stock market indices returns in the U.S. and Europe, considering the crash of March 2020 caused by the COVID-19 pandemic. For this purpose, we employed financial risk-adjusted performance measures and two-stage...
Persistent link: https://www.econbiz.de/10014258603