Showing 1 - 10 of 10,618
We investigate the effect of economic crises on the direction of information flow and price discovery efficiency of spot and futures market by considering the near month Nifty50 index futures and its corresponding spot index. The period of study commences from January, 2004 to December, 2015 and...
Persistent link: https://www.econbiz.de/10012952496
The outbreak of COVID-19 has triggered a fall in the pandemic has completely changed the worldandtransformedour lives, the patterns of economies, and the behaviour of businesses. The market has the tendency to perceive long-term shocks which economy can give to the market, but contrary to...
Persistent link: https://www.econbiz.de/10013349217
In the aftermath of the financial crisis in 2008 and over the course of the European debt crisis, the ECB announced a number of unconventional monetary policy implementations with the aim of restoring confidence in the functioning of the European financial system. This paper studies the effect...
Persistent link: https://www.econbiz.de/10012979804
We use a series of different approaches to extract information about crash risk from option prices for the Euro-Dollar exchange rate, with each step sharpening the focus on extracting more specific measures of crash risk around dates of ECB measures of Unconventional Monetary Policy. Several...
Persistent link: https://www.econbiz.de/10011940034
This paper examines the effects of the COVID-19 pandemic on stock returns, CDS and economic activity in the US and the five European countries (the UK, Germany, France, Italy, and Spain) which have been most affected. The sample period covers the dates from the first confirmed COVID-19 cases in...
Persistent link: https://www.econbiz.de/10013211119
This paper identifies robust determinants of US stock price movements in the economic shadow of the COVID-19 crisis and in the presence of model uncertainty, using several influential factors highlighted in relevant research. Our investigation performs an extreme bounds analysis (EBA), a global...
Persistent link: https://www.econbiz.de/10013426711
Persistent link: https://www.econbiz.de/10012197389
Persistent link: https://www.econbiz.de/10002418334
The study investigates the relationships between the Indian stock market index (BSE Sensex) and five macroeconomic variables, namely, industrial production index, wholesale price index, money supply, treasury bills rates and exchange rates over the period January 2007 to March 2014. Johansen's...
Persistent link: https://www.econbiz.de/10012980947
.5 million cases have been reported, out of which 4.03 million resulted into deaths as on July 10, 2021. India is also badly … fell in poverty due to deep recession triggered by the pandemic. India’s real GDP during 2020-21 fell by 7.3% as compared … first lockdown in India, it closed at 26,674.03 which, within a year rose up to 49,180.31, even though the pandemic kept …
Persistent link: https://www.econbiz.de/10013491912