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The impact of the COVID-19 pandemic on the volatility of cryptocurrencies
Karagiannopoulou, Sofia; Ragazou, Konstantina; Passas, … - In: International Journal of Financial Studies : open … 11 (2023) 1, pp. 1-17
great volatility regarding the response of Bitcoin to a shock of STOXX50. The Granger causality test was constructed to …
Persistent link: https://www.econbiz.de/10014284682
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Triggering of herding instincts due to COVID-19 pandemic in Pakistan Stock Exchange
Jabeen, Shaista; Rizavi, Sayyid Salman; Nasir, Adeel - In: Journal of Asian finance, economics and business : JAFEB 8 (2021) 10, pp. 207-218
Persistent link: https://www.econbiz.de/10012671113
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Review of top five financial markets during the pandemic times
Awan, Tahir Mumtaz; Maqsood, Jamal - In: International journal of financial engineering 8 (2021) 4, pp. 1-18
Persistent link: https://www.econbiz.de/10012815125
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Australian securities markets through the COVID-19 pandemic
Johnson, Claire; Lane, Kevin; McClure, Nina - In: Bulletin / Reserve Bank of Australia (2022), pp. 83-94
Persistent link: https://www.econbiz.de/10013369640
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Does stock market development and COVID-19 pandemic lead to financial crisis : the case of largest Islamic stock exchange market?
Gherbi, Elhachemi Abdelkader Hacine; Alsedrah, Ibrahim … - In: Journal of sustainable finance & investment 13 (2023) 1, pp. 297-310
Persistent link: https://www.econbiz.de/10013543372
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COVID-19 pandemic news and stock market reaction during the onset of the crisis : evidence from high-frequency data
Ambros, Maximilian; Frenkel, Michael; Toan Luu Duc Huynh; … - In: Applied economics letters 28 (2021) 19, pp. 1686-1689
Persistent link: https://www.econbiz.de/10012652574
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COVID-19 pandemic & financial market volatility : evidence from GARCH models
Khan, Maaz; Kayani, Umar Nawaz; Khan, Mrestyal; Mughal, … - In: Journal of risk and financial management : JRFM 16 (2023) 1, pp. 1-20
the market volatility and asymmetric behavior of Bitcoin, EUR, S&P 500 index, Gold, Crude Oil, and Sugar during the COVID … returns data ranging from 27 November 2018 to 15 June 2021. The empirical findings show a high level of volatility persistence …
Persistent link: https://www.econbiz.de/10014289566
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Modelling the volatility of African capital markets in the presence of the Covid-19 pandemic : evidence from five emerging economies in Africa
Adeboye, Nureni Olawale; Folorunso, Sakinat Oluwabukonla; … - In: Statistics in transition : an international journal of … 24 (2023) 2, pp. 17-37
Conditional Heteroscedasticity (EGARCH) procedures to develop stock volatility models for the pre- and COVID-19 era. The Fixed … volatility and the COVID-19 occurrence based on equity market indices and COVID-19 reported cases of five emerging African … differencing and the model results indicated that the stock volatility of all the countries responded sharply to the outbreak of …
Persistent link: https://www.econbiz.de/10015052069
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Idiosyncratic and Systematic Shocks of COVID-19 Pandemic on Financial Markets
Naidenova, Iuliia - 2020
This study is discovering the impact of idiosyncratic and systematic shocks of COVID-19 pandemic on financial markets. Under a condition when the application of a conventional event-study is limited due to a high frequency of negative news – we suggest brute-force search to identify those...
Persistent link: https://www.econbiz.de/10012837141
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Contagion across financial markets during COVID-19 : a look at volatility spillovers between the stock and foreign exchange markets in South Africa
Van Der Westhuizen, Chevaughn; Van Eyden, Reneé; Aye, … - 2022
Persistent link: https://www.econbiz.de/10013166947