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The Effects of the COVID-19 Pandemic on Stock Markets, CDS and Economic Activity : Time-Varying Evidence from the US and Europe
Caporale, Guglielmo Maria; Catik, Abdurrahman Nazif; … - 2021
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
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Ripple Effects : Sarbanes Oxley’s Impact upon Investor Risk in a Global Economy
Vakkur, Nicholas V. - 2012
Persistent link: https://www.econbiz.de/10013107974
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The Impact of Macroeconomic Announcements on Implied Volatility
Füss, Roland - 2016
While many studies analyze the impact of scheduled macroeconomic announcements on equity market volatility, few focus on the impact on option implied volatilities. In this study, we examine the link between German and U.S. macroeconomic events and the implied volatility indices VDAX and VIX. We...
Persistent link: https://www.econbiz.de/10013008773
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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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The effects of the Covid-19 pandemic on stock markets, CDS and economic activity : time-varying evidence from the US and Europe
Caporale, Guglielmo Maria; Catik, A. Nazif; Helmi, … - 2021
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/10012625628
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Paradox of Stock Market Boom Amidst COVID-19 Pandemic : An Indian Perspective in Global Context
Singh, Shivendra Sanjay; Singh, Sanjay Kumar; Singh, … - 2022
.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
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Impact of crude oil price uncertainty on indian stock market returns : evidence from oil price volatility index
Sreenu, Nenavath - In: Energy strategy reviews 44 (2022), pp. 1-9
control of domestic crude oil prices in India. The paper outcomes disclose that the oil price volatility index (OPVI) changes …
Persistent link: https://www.econbiz.de/10014515073
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What drives US stock markets during the COVID-19 pandemic? : a global sensitivity analysis
Ahmed, Walid M. A. - In: Borsa Istanbul Review 22 (2022) 5, pp. 939-960
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
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An Industry-Level Analysis of a Pandemic's Impact on Stock Market Risk
Peterburgsky, Stanley - 2023
We examine stock market risk surrounding the COVID-19 pandemic at the industry level. We find that low-beta industries experienced a significant increase in relative risk at the worst possible time. Shocks to market beta were not accompanied by offsetting changes in loadings on other factors,...
Persistent link: https://www.econbiz.de/10014258084
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COVID-19 Infection Data, Policy Interventions or Sentiment; What Explains International Stock Returns and Volatility?
Virk, Nader - 2021
We examine the impact of COVID-19 (C-19) pandemic on global equity markets by constructing novel infection indices. Our results show that the impact of prompt and large-scale policy interventions is ambiguous yet statistically significant. However, in this equivocality, the impact of global...
Persistent link: https://www.econbiz.de/10013242732