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Price Contagion and Risk Spillover in the Global Commodities Market : COVID-19 Pandemic vs. Global Financial Crisis
Kamal, Md. Mostafa; Roca, Eduardo; Li, Bin; Chen, Lin; … - 2022
spillover network approaches, we analyze the structure and dynamics of price contagion and risk transmission between different …
Persistent link: https://www.econbiz.de/10013299352
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Volatility Spillovers between Major International Financial Markets During the COVID-19 Pandemic
Wang, Dong - 2020
spillover in this March reached its highest level of recent ten years, while the pandemic developed to its worst stage in this … April. Results of total directional spillover show that American and British stock markets are main spillover transmitters … during the pandemic, while Chinese and Japanese stock markets, as well as GBP/USD exchange rate are spillover recipients. The …
Persistent link: https://www.econbiz.de/10012828891
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International stock market risk contagion during the COVID-19 pandemic
Liu, Yuntong; Wei, Yu; Wang, Qian; Liu, Yi - In: Finance research letters 45 (2022), pp. 1-11
Persistent link: https://www.econbiz.de/10014576472
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Risk spillover effect of global financial markets in the context of novel coronavirus epidemic
Hu, Liqin; Zheng, Qiuyan; Chang, Tsangyao - In: Applied economics 56 (2024) 22, pp. 2654-2670
Persistent link: https://www.econbiz.de/10014525404
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COVID-19 and asymmetric volatility spillovers across global stock markets
Li, Wenqi - In: The North American journal of economics and finance : a … 58 (2021), pp. 1-19
Persistent link: https://www.econbiz.de/10013186520
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Comparing the impact of Chinese and U.S. economic policy uncertainty on the volatility of major global stock markets
Shi, Yujie; Wang, Liming - In: Global finance journal 57 (2023), pp. 1-27
Persistent link: https://www.econbiz.de/10014479044
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Dynamic Co-movement and Spillover Among Global Financial Markets During COVID-19 : Evidence From Wavelet Coherence Analysis
Bai, Limiao; Gaggiato, Virgilio; Peres, Antonio; Felix, … - 2023
We investigate how the Covid-19 pandemic impacted co-movements and lead-lag relationships among global financial markets. Large unexpected events, such as the September 11th terrorist attack, generally transmit transient shocks to financial markets capable of changing the direction of their...
Persistent link: https://www.econbiz.de/10014255279
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COVID-19 pandemic waves and global financial markets : evidence from wavelet coherence analysis
Karamti, Chiraz; Belhassine, Olfa - In: Finance research letters 45 (2022), pp. 1-9
Persistent link: https://www.econbiz.de/10014575517
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The 2008 Global Financial Crisis and COVID-19 Pandemic : How Safe are the Safe Haven Assets?
Cheema, Muhammad A. - 2020
Financial Crisis (GFC) and COVID-19 pandemic. Our analysis across the ten largest economies in the world shows that the … has the highest death toll and infection rates of COVID in the world. The largest cryptocurrency, Bitcoin appears as a …
Persistent link: https://www.econbiz.de/10012835390
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COVID-19 pandemic and global financial market interlinkages : a dynamic temporal network analysis
Chakrabarti, Prasenjit; Jawed, Mohammad Shameem; … - In: Applied economics 53 (2021) 25, pp. 2930-2945
Persistent link: https://www.econbiz.de/10012517043