Showing 1 - 10 of 11
Persistent link: https://www.econbiz.de/10014330480
In this study, we investigate the dynamic volatility connectedness of FinTech, innovative technology communication, and cryptocurrency indices for the period from June 2018 to June 2022. We investigate the connectivity and risk spillovers before and after the COVID-19 period to understand the...
Persistent link: https://www.econbiz.de/10014504879
Novel coronavirus (COVID- 19) is not only a public health threat, but it is also a serious economic threat to the whole world. This article is to analyze economic impact of COVID-19 upon Chinese economy. COVID-19 has plunged the world into deepest recession with unprecedented levels of poverty,...
Persistent link: https://www.econbiz.de/10012416368
Across the globe, COVID-19 has disrupted the financial markets, making them more volatile. Thus, this paper examines the market volatility and asymmetric behavior of Bitcoin, EUR, S&P 500 index, Gold, Crude Oil, and Sugar during the COVID-19 pandemic. We applied the GARCH (1, 1), GJR-GARCH (1,...
Persistent link: https://www.econbiz.de/10014289566
Novel coronavirus (COVID-19) is not only a public health threat, but it is also a serious economic threat to the whole world. This article is to analyze economic impact of COVID-19 upon Chinese economy. COVID-19 has plunged the world into deepest recession with unprecedented levels of poverty,...
Persistent link: https://www.econbiz.de/10013251155
Persistent link: https://www.econbiz.de/10014438877
Persistent link: https://www.econbiz.de/10014467163
This paper explores the impacts of health pandemics on foreign direct investment (FDI) using the new world pandemic uncertainty index (WPUI). We investigate the effects of pandemics, including COVID-19, on FDI based on a sample of 142 economies and sub-samples (incomes and regions) from 1996 to...
Persistent link: https://www.econbiz.de/10012485066
Persistent link: https://www.econbiz.de/10013353056
The COVID-19 pandemic has led to significant financial losses globally, increasing the volatility of financial assets. To address this issue, this study models the stock market returns volatility of developed economies during the pandemic using the GJR-GARCH (1, 1) family. The dataset includes...
Persistent link: https://www.econbiz.de/10014354574