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Impacts of the COVID-19 pandemic on financial market connectedness

So, Mike Ka-pui; Chu, Amanda M. Y.; Chan, Thomas W. C. - In: Finance research letters 38 (2021), pp. 1-8

Persistent link: https://www.econbiz.de/10012490963

Change in Systemic Risk in Indian Financial Market due to COVID-19 Pandemic

Jha, Chandramani; Goel, Utkarsh - 2021

This paper used an economic model of systemic risk given by Acharya (2016) to measure the state of systemic risk in Indian financial market during COVID-19 Pandemic. It is based on marginal expected shortfall (MES), the likelihoods of a financial firm to be undercapitalized when the financial...

Persistent link: https://www.econbiz.de/10013219500

Systemic risk measures and regulatory challenges

Ellis, Scott; Sharma, Satish C.; Brzeszczyński, Janusz - In: Journal of financial stability 61 (2022), pp. 1-22

Persistent link: https://www.econbiz.de/10013460819

Money Market Funds (MMFs) and the Covid-19 pandemic : has the MMLF benefited money markets?

Apergēs, Nikolaos - In: Finance research letters 46 (2022) 1, pp. 1-5

Persistent link: https://www.econbiz.de/10013341325

The impact of COVID-19 related policy interventions on international systemic risk

Bevilacqua, Mattia; Duygun, Meryem; Vioto, Davide - In: Journal of international financial markets, … 89 (2023), pp. 1-30

Persistent link: https://www.econbiz.de/10014490076

Financial market analogies of the COVID-19 pandemic : evidence from the Dow Jones Industrial Average Index

Andrada Félix, Julián; Fernández-Rodríguez, Fernando; … - In: Applied economics letters 30 (2023) 17, pp. 2364-2369

Persistent link: https://www.econbiz.de/10014365812

Effects of emerging market asset purchase program announcements on financial markets during the COVID-19 pandemic

Sever, Can; Goel, Rohit; Drakopoulos, Dimitris; … - 2020

The COVID-19 pandemic led many emerging market central banks to adopt, for the first time, unconventional policies in the form of asset purchase programs. In this study, we analyze the effects of these announcements on domestic financial markets using both event studies and local projections...