Similar Search Results

Performance of LSTM Neural Networks in Nowcasting during the COVID-19 Crisis

Hopp, Daniel - 2022

The COVID-19 pandemic has demonstrated the increasing need of policymakers for timely estimates of macroeconomic variables. A prior UNCTAD research paper examined the suitability of long short-term memory artificial neural networks (LSTM) for performing economic nowcasting of this nature. Here,...

Persistent link: https://www.econbiz.de/10013289966

Strategic approach to analyze the effect of Covid-19 on the stock market volatility and uncertainty : a first and second wave perspective

Chowdhury, Emon Kalyan - In: Journal of capital markets studies 6 (2022) 3, pp. 225-241

Purpose: This paper aims to analyze the impact of Covid-19 on the stock market volatility and uncertainty during the … uncertainty and S&P 500 of Bombay Stock Exchange to attain the purpose. Findings: It is observed that, during the first wave, the … volatility of Indian and US stock markets spillovers during the sample period. Moreover, a perpetual correlation between the …

Persistent link: https://www.econbiz.de/10013543102

Evidence of economic policy uncertainty and COVID-19 pandemic on global stock returns

Chiang, Thomas C. - In: Journal of risk and financial management : JRFM 15 (2022) 1, pp. 1-24

This paper examines the impact of changes in economic policy uncertainty (EPU) and COVID-19 shock on stock returns …

Persistent link: https://www.econbiz.de/10012813880

An Industry-Level Analysis of a Pandemic's Impact on Stock Market Risk

Peterburgsky, Stanley - 2023

We examine stock market risk surrounding the COVID-19 pandemic at the industry level. We find that low-beta industries … experienced a significant increase in relative risk at the worst possible time. Shocks to market beta were not accompanied by … offsetting changes in loadings on other factors, suggesting that risk didn’t merely shift from one factor to another. The risk …

Persistent link: https://www.econbiz.de/10014258084

How would the war and the pandemic affect the stock and cryptocurrency cross-market linkages?

Bampinas, Georgios; Panagiōtidēs, Theodōros - 2024

Persistent link: https://www.econbiz.de/10014467528

COVID-19 pandemic and risk dynamics of financial markets in G7 countries

Mobin, Mohammad Ashraful; Hassan, M. Kabir; Airil Khalid; … - In: International journal of Islamic and Middle Eastern … 15 (2022) 2, pp. 461-478

Persistent link: https://www.econbiz.de/10013337946

Analysis of risk correlations among stock markets during the COVID-19 pandemic

Wu, Junfeng; Zhang, Chao; Chen, Yun - In: International review of financial analysis 83 (2022), pp. 1-11

Persistent link: https://www.econbiz.de/10013454980

How would the war and the pandemic affect the stock and cryptocurrency cross-market linkages?

Bampinas, Georgios; Panagiōtidēs, Theodōros - In: Research in international business and finance 70 (2024) 1, pp. 1-22

Persistent link: https://www.econbiz.de/10015053321

Cross-market correlations and financial contagion from developed to emerging economies : a case of COVID-19 pandemic

Siddiqui, Taufeeque Ahmad; Khan, Mazia Fatima; Naushad, … - In: Economies : open access journal 10 (2022) 6, pp. 1-12

In the event that the COVID-19 pandemic spreads across various stock markets, this study may be deemed as one of the primary studies to evaluate cross-market interactions. The study examines the spread of contagious effects originating from developed economies (the United States, the United...

Persistent link: https://www.econbiz.de/10013256277

Bull and Bear Markets During the COVID-19 Pandemic

Maheu, John M.; McCurdy, Thomas H.; Song, Yong - 2021

risk management and investment decisions. Using out-of-sample forecasts for market states to guide an investment strategy …

Persistent link: https://www.econbiz.de/10013214509

1
2
3
4
5
6
7
8
9
10
Next
Last