forecast in mixed positive and negative effects for bear and bull markets. Third, we provide evidence that short selling …

We propose measures of financial market stress for forty-six countries and regions across the world. Our measures … wake of the COVID-19 pandemic. However, hardly anywhere in the world did these March peaks in financial stresses reach those … for the near-term economic outlook across most parts of the world, with the exception of China. A structural Bayesian VAR …

., Appl Financ 46(23):2744–2754, 2014). The country risk premium and world risk premium in segmented market and integrated … markets are highly integrated. This study aims to analyse the time-varying structure of world market dynamic linkages and the …

We propose measures of financial market stress for forty-six countries and regions across the world. Our measures … wake of the COVID-19 pandemic. However, hardly anywhere in the world did these March peaks in financial stresses reach those … for the near-term economic outlook across most parts of the world, with the exception of China. A structural Bayesian VAR …

Financial markets are well known for their dramatic dynamics and consequences that affect much of the world …