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The inclusive cost of pandemic influenza risk
Fan, Victoria Y.; Jamison, Dean T.; Summers, Lawrence Henry - 2016
Persistent link: https://www.econbiz.de/10011460471
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Past experiences, personality traits, and risk aversion : evidence from individual risk attitudes during the COVID-19 pandemic
Wang, Yun; Yan, Mingyang - In: Frontiers of economics in China : selected publications … 15 (2020) 4, pp. 575-625
Persistent link: https://www.econbiz.de/10012671613
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The nexus between lockdown shocks and economic uncertainty : empirical evidence from a VAR model
Hafemann, Lucas - 2021
The contribution of this paper is twofold. First, we introduce a daily vector autoregression (VAR) model for the US economy that allows discerning between lockdown shocks and a real business cycle shocks. With this methodology at hand, we then evaluate the impact of lockdown measures on economic...
Persistent link: https://www.econbiz.de/10012608525
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Exchange rate exposure in the South African stock market before and during the COVID-19 pandemic
Iyke, Bernard Njindan; Ho, Sin-Yu - In: Finance research letters 43 (2021), pp. 1-9
Persistent link: https://www.econbiz.de/10014632471
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Estimating the link between trade uncertainty, pandemic uncertainty and food price stability in Togo : new evidence for an asymmetric analysis
Sodji, Kuamvi - In: Review of development economics : an essential resource … 27 (2023) 2, pp. 1113-1134
Persistent link: https://www.econbiz.de/10014252592
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The COVID-19 pandemic uncertainty, investor sentiment, and global equity markets : evidence from the time-frequency co-movements
Dash, Saumya Ranjan; Maitra, Debasish - In: The North American journal of economics and finance : a … 62 (2022), pp. 1-17
Persistent link: https://www.econbiz.de/10013534037
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Does pandemic risk affect yield spreads in the EMU?
Matei, Iuliana - In: International economics : a journal published by CEPII … 172 (2022), pp. 431-450
Persistent link: https://www.econbiz.de/10014339439
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Asymmetric liquidity risk and currency returns before and during COVID-19 pandemic
Palwishah, Rana; Kashif, Muhammad; Ur Rehman, Mobeen; … - In: International review of financial analysis 91 (2024), pp. 1-16
Persistent link: https://www.econbiz.de/10014446983
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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
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Modeling pandemic mortality risk and its application to mortality-linked security pricing
Chen, Fen-Ying; Yang, Sharon S.; Huang, Hong Chih - In: Insurance / Mathematics & economics 106 (2022), pp. 341-363
Persistent link: https://www.econbiz.de/10013380614