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Stock market response to Covid-19 pandemic period in Asian equity markets : an event study
Babu, Manivannan; Hariharan, C.; Kathiravan, Chinnadurai; … - In: Finance India : the quarterly journal of Indian … 37 (2023) 1, pp. 147-160
Persistent link: https://www.econbiz.de/10014413961
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International Differences in the Impact of the Covid Pandemic on Stock Market Volatility
Moffatt, Peter G.; YIN, jenny; Zhang, Yijia; Zheng, Jin - 2023
We consider the impact of the Covid19 Pandemic on major stock-markets. We first apply a structural break testing procedure in order to identify the date of initial impact. We then estimate the magnitude of the impact using an extended form of the GARCHX model. The overall impact is decomposed...
Persistent link: https://www.econbiz.de/10014362127
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COVID-19′s impact on the spillover effect across the Chinese and U.S. stock markets
Zhang, Yongmin; Mao, Jiaying - In: Finance research letters 47 (2022) 2, pp. 1-11
Persistent link: https://www.econbiz.de/10013553645
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Volatility spillover effects during pre-and-post COVID-19 outbreak on Indian market from the USA, China, Japan, Germany, and Australia
Thangamuthu, Mohanasundaram; Maheshwari, Suneel; Naik, … - In: Journal of risk and financial management : JRFM 15 (2022) 9, pp. 1-15
We examined volatility spillover effects from five prominent global stock markets to India's stock market during the pre-and-post COVID-19 outbreak using daily adjusted closing prices between January 2019 and September 2021 from six capital markets. The structural breakpoint was identified as 23...
Persistent link: https://www.econbiz.de/10013397677
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To what extent does COVID-19 drive stock market volatility? : a comparison between the U.S. and China
Gao, Xue; Ren, Yixin; Umar, Muhammad - In: Economic research 35 (2022) 1,2, pp. 1686-1706
Persistent link: https://www.econbiz.de/10014380939
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Impacts of the US macroeconomic news on Asian stock markets
Nguyen, Do Quoc Tho; Chau Ngo - In: Journal of risk finance : the convergence of financial … 15 (2014) 2, pp. 149-179
Persistent link: https://www.econbiz.de/10010337464
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Asian stock markets, US economic policy uncertainty and US macro-shocks
Donadelli, Michael - In: New Zealand economic papers 49 (2015) 2, pp. 103-133
Persistent link: https://www.econbiz.de/10011405080
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Herding behavior during the Covid-19 pandemic : a comparison between Asian and European stock markets based on intraday multifractality
Aslam, Faheem; Ferreira, Paulo; Ali, Haider; Kauser, Sumera - In: Eurasian economic review : a journal in applied … 12 (2022) 2, pp. 333-359
Persistent link: https://www.econbiz.de/10013263377
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Volatility and asymmetric analysis of Indian indices during Covid-19 pandemic period
Banu, S. Shameem; Shibu, N. S. - In: Theoretical and applied economics : GAER review 29 (2022) 1/630, pp. 215-222
Persistent link: https://www.econbiz.de/10013259168
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An application of survival analysis to the impact of the COVID-19 epidemic on Thailand's stock market volatility
Khainsiri, Suchunya; Surachai Chancharat - In: International journal of monetary economics and finance … 16 (2023) 3/4, pp. 197-205
Persistent link: https://www.econbiz.de/10014321866