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2020 to April 2021. We document that vaccination programs assist in decreasing the volatility of energy stocks around the … world. The drop in volatility is statistically and economically significant and robust to many considerations. The observed … developed markets rather than in emerging ones. Our findings bear clear practical implications: policy makers around the world …
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The COVID-19 pandemic has exerted a remarkable impact on stock market volatility around the globe. Can vaccination …, 2020, to February 18th, 2021. We provide convincing evidence that the vaccination helps to stabilize the global equity …
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while later, it has influenced all the markets all through the world …
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This paper is the first study to examine the financial contagion from the U.S., Japanese and Chinese markets to Asian markets during the Global Financial Crisis (GFC) and Covid-19 Pandemic Crisis. We employ the DCC-EGARCH methodology and daily data of stock returns from 2005 to 2021 to estimate...
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