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world. The drop in volatility is statistically and economically significant and robust to many considerations. The observed … developed markets rather than in emerging ones. Our findings bear clear practical implications: policy makers around the world …
Persistent link: https://www.econbiz.de/10012799942
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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This paper examines relative stock market performance following the onset of the coronavirus pandemic for a sample of … 80 stock markets. Weekly data on coronavirus cases and deaths are employed alongside Oxford indices on each nation … sample results show that increased coronavirus cases exert the expected overall effect of worsening relative stock market …
Persistent link: https://www.econbiz.de/10012522187
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From the beginning of 2020, the whole world has been shaken by a contagious disease called Covid-19, its actual name … being SARS-CoV-2. It first appeared in China, in Wuhan, Hubei Province, in December 2019, and the World Health Organization … pandemic, and no country has been able to contain this coronavirus. This medical or health crisis evolved into a pandemic and …
Persistent link: https://www.econbiz.de/10013170226
In this paper, we analyze the connectedness between the recent spread of COVID-19, oil price volatility shock, the stock market, geopolitical risk and economic policy uncertainty in the US within a time-frequency framework. The coherence wavelet method and the wavelet-based Granger causality...
Persistent link: https://www.econbiz.de/10012837151
economic growth evolve across horizons in response to the new coronavirus (COVID-19) outbreak and subsequent policy responses …
Persistent link: https://www.econbiz.de/10012839302