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The disease outbreak channel of exchange rate return predictability : evidence from COVID-19
Iyke, Bernard Njindan - In: Emerging markets, finance & trade : a journal of the … 56 (2020) 10, pp. 2277-2297
Persistent link: https://www.econbiz.de/10012261965
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Three essays on financial economics
Lee, Hangyong - 2003
Persistent link: https://www.econbiz.de/10003623717
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Forecasting financial markets and understanding the role of monetary policy
Willner, Marco - 2010
Persistent link: https://www.econbiz.de/10008990760
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Econometric analysis of integration of selected new eu member cee stock markets with global stock market and eurozone : impact of global financial crisis
Sucháček, Jan; Koutský, Jaroslav; Caridad y López … - In: Amfiteatru economic : an economic and business research … 23 (2021) 58, pp. 824-842
The period of the global financial crisis can be characterized by the spillover of negative innovations among stock markets worldwide. Stock markets in Central Europe were not excluded as they are not isolated from global stock markets. Recently published scientific studies dealing with this...
Persistent link: https://www.econbiz.de/10012939609
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COVID-19 and asymmetric volatility spillovers across global stock markets
Li, Wenqi - In: The North American journal of economics and finance : a … 58 (2021), pp. 1-19
Persistent link: https://www.econbiz.de/10013186520
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The short-term impact of COVID-19 on global stock market indices
Singh, Gurmeet; Shaik, Muneer - In: Contemporary economics 15 (2021) 1, pp. 1-18
The COVID-19 pandemic, declared on March 11, 2020 by the World Health Organisation (WHO), has had a severe economic and … financial impact on every economy around the world. This paper aims to analyze the short-term impact of COVID-19 on global … sectors (Pharma, Healthcare, Information Technology, Hotel & Airline) based on the indices of three different economies (World …
Persistent link: https://www.econbiz.de/10012485328
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Equity market contagion in return volatility during Euro Zone and global financial crises : evidence from FIMACH model
Quoreshi, A. M. M. Shahiduzzaman; Uddin, Reaz; … - In: Journal of risk and financial management : JRFM 12 (2019) 2/94, pp. 1-18
The current paper studies equity markets for the contagion of squared index returns as a proxy for stock market volatility, which has not been studied earlier. The study examines squared stock index returns of equity in 35 markets, including the US, UK, Euro Zone and BRICS (Brazil, Russia,...
Persistent link: https://www.econbiz.de/10012022043
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The effect of interconnectivity on stock returns during the Global Financial Crisis
Silva, Thiago Christiano; Wilhelm, Paulo Victor Berri; … - In: The North American journal of economics and finance : a … 67 (2023), pp. 1-20
Persistent link: https://www.econbiz.de/10014484139
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COVID-19 and the forward-looking stock-bond return relationship
Cai, Xiaojing; Cong, Yingnan; Sakemoto, Ryuta - In: Applied economics letters 30 (2023) 3, pp. 297-301
Persistent link: https://www.econbiz.de/10013553396
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World capital markets facing the first wave of COVID-19 : traditional event study versus sensitivity to new cases
Angosto-Fernández, Pedro Luis; Ferrández-Serrano, Victoria - In: Economics and business review 8/22 (2022) 4, pp. 5-38
Persistent link: https://www.econbiz.de/10013502576