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Features of different asset types and extreme risk transmission during the COVID-19 crisis
Tsai, I-Chun - In: Financial innovation : FIN 10 (2024), pp. 1-42
pandemic, this study examines whether the char‑ acteristics of diferent assets afect the extreme risk transmission of the COVID …-19 crisis. This study explores the efects of COVID-19 pandemic-related risk factors (i.e., pandemic severity, pandemic … regulations and policies, and vaccination-related vari‑ ables) on the risk of extreme volatility in asset returns across eight …
Persistent link: https://www.econbiz.de/10014535431
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Does economic policy uncertainty affect cryptocurrency markets? : evidence from Twitter-based uncertainty measures
Wu, Wanshan; Tiwari, Aviral Kumar; Gozgor, Giray; … - In: Research in international business and finance 58 (2021), pp. 1-14
Persistent link: https://www.econbiz.de/10013286535
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On the macro-drivers of realized volatility : the destabilizing impact of UK policy uncertainty across Europe
Karanasos, Menelaos; Yfanti, S. - In: The European journal of finance 26 (2020) 12, pp. 1146-1183
Persistent link: https://www.econbiz.de/10012264953
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Business-specific risks and stock market volatility as Indonesian macroeconomic risk estimators
Purba, Ezra Valentino; Husodo, Zaäfri Ananto - In: Macroeconomic risk and growth in the Southeast Asian …, (pp. 1-17). 2024
Persistent link: https://www.econbiz.de/10014457588
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Economic uncertainty before and during the COVID-19 pandemic
Altig, Dave; Baker, Scott Brent; Barrero, Jose Maria; … - 2020
We consider several economic uncertainty indicators for the United States and the UK before and during the COVID-19 pandemic: implied stock market volatility, newspaper-based economic policy uncertainty, twitter chatter about economic uncertainty, subjective uncertainty about future business...
Persistent link: https://www.econbiz.de/10012251406
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COVID-induced economic uncertainty
Baker, Scott; Bloom, Nicholas; Davis, Steven J.; Terry, … - 2020
Persistent link: https://www.econbiz.de/10012204869
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Economic uncertainty before and during the Covid-19 pandemic
Altig, Dave; Baker, Scott; Barrero, Jose Maria; Bloom, … - 2020
Persistent link: https://www.econbiz.de/10012542180
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Assessing financial stability in turbulent times : a study of generalized autoregressive conditional heteroskedasticity-type Value-at-Risk model performance in Thailand's transport...
Danai Likitratcharoen; Lucksuda Suwannamalik - In: Risks : open access journal 12 (2024) 3, pp. 1-19
The Value-at-Risk (VaR) metric serves as a pivotal tool for quantifying market risk, offering an estimation of … implications for managerial decision-making in financial risk management. …
Persistent link: https://www.econbiz.de/10014497424
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Can NFTs hedge the risk of traditional assets after the COVID-19 pandemic?
Zhang, Wenting; Liu, Tiantian; Zhang, Yulian; Hamori, … - In: The North American journal of economics and finance : a … 72 (2024), pp. 1-24
Persistent link: https://www.econbiz.de/10014534845
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Measuring exchange rate risks during periods of uncertainty
Ferrara, Laurent; Yapi, Niango Ange Joseph - 2020
Persistent link: https://www.econbiz.de/10012533210