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Risk and policy uncertainty on stock-bond return correlations : evidence from the US markets
Chiang, Thomas C. - In: Risks : open access journal 8 (2020) 2/58, pp. 1-16
This paper investigates dynamic correlations of stock-bond returns for different stock indices and bond maturities. Evidence in the US shows that stock-bond relations are time-varying and display a negative trend. The stock-bond correlations are negatively correlated with implied volatilities in...
Persistent link: https://www.econbiz.de/10012292914
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Global spillover impact of US monetary shocks on China-based on empirical test of GVAR model
Tian, Suhua; Wang, Li - In: Journal of international trade & economic development : … 33 (2024) 3, pp. 462-481
Persistent link: https://www.econbiz.de/10014631590
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Global financial crisis, funding constraints, and liquidity of VIX futures
Chiu, Junmao; Lien, Da-hsiang Donald; Tsai, Wei-Che - In: Pacific-Basin finance journal 80 (2023), pp. 1-29
Persistent link: https://www.econbiz.de/10014463313
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The COVID-19 pandemic, short-sale ban, and market efficiency : empirical evidence from the European equity markets
Lee, Seungho - In: The journal of asset management : a major new, … 23 (2022) 2, pp. 156-171
Persistent link: https://www.econbiz.de/10013171041
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On the relation between the crude oil market and pandemic Covid-19
Shaikh, Imlak - In: European journal of management and business economics : … 30 (2021) 3, pp. 331-356
Purpose - The crude oil market has experienced an unprecedented overreaction in the first half of the pandemic year 2020. This study aims to show the performance of the global crude oil market amid Covid-19 and spillover relations with other asset classes. Design/methodology/approach - The...
Persistent link: https://www.econbiz.de/10012822263
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An analysis of COVID-19 impacts on S&P 500 and FinTech index
Chan, Calvin; Wang, Han; Kong, Ying; Lin, Jian Wu - In: International journal of financial engineering 8 (2021) 2, pp. 1-10
Persistent link: https://www.econbiz.de/10012662256
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The historic oil price fluctuation during the Covid-19 pandemic : what are the causes?
Thai-Ha Le; Le, Anh Tu; Le, Ha-Chi - In: Research in international business and finance 58 (2021), pp. 1-18
Persistent link: https://www.econbiz.de/10013286734
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The role of the IDEMV in predicting European stock market volatility during the COVID-19 pandemic
Li, Yan; Liang, Chao; Ma, Feng; Wang, Jiqian - In: Finance research letters 36 (2020), pp. 1-7
Persistent link: https://www.econbiz.de/10012484308
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Stock market returns, volatility, correlation and liquidity during the COVID-19 crisis : evidence from the Markov switching approach
Just, Małgorzata; Echaust, Krzysztof - In: Finance research letters 37 (2020), pp. 1-8
Persistent link: https://www.econbiz.de/10012485169
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All that glitters is not gold : the rise of gaming in the COVID-19 pandemic
López-Cabarcos, M. Ángeles; Ribeiro Soriano, Domingo; … - In: Journal of innovation & knowledge : JIK 5 (2020) 4, pp. 289-296
between financial (VIX, S&P GSCI Gold Index) and social (worldwide daily variation in total deaths from COVID-19 and worldwide …
Persistent link: https://www.econbiz.de/10012418647