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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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Analysing the Dynamic Influence of US Macroeconomic News Releases on Turkish Stock Markets
Ekinci, Cumhur - 2019
We investigate the effects of macroeconomic announcements made in the United States on trading activity of stocks listed in Borsa Istanbul. The influence of these releases on the selected variables are an important source of information for market participants. Results show a clear negative...
Persistent link: https://www.econbiz.de/10012862886
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The Short-Term Impact of COVID-19 on Global Stock Market Indices
Singh, Gurmeet; Shaik, Muneer - 2021
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/10013227586
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Who Is Afraid of BlackRock?
Massa, Massimo - 2020
We exploit the merger between BlackRock and Barclays Global Investors to study how changes in expected ownership concentration affect the investment behavior of funds and the cross-section of stocks worldwide. We find that funds with open-end structures and a large exposure to commonly-held...
Persistent link: https://www.econbiz.de/10012856106
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Frontiers of Macrofinancial Linkages
Claessens, Stijn - 2018
brink of collapse and the deepest contraction in world output in more than half a century followed. Moreover, unprecedented …
Persistent link: https://www.econbiz.de/10012929483
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The Impact of Macroeconomic Variables on Stock Market Volatility : Evidence from Cross-Country Analysis Pre, During and Post GFC
Khandaker, Sarod - 2017
Using data from ten developed and seven emerging countries, we analyse stock market's volatility and the macroeconomic factors that influence stock market's volatility from January 2001 till December 2012. We use standard historical volatility model followed by Jones et al. (1998) and Andersen...
Persistent link: https://www.econbiz.de/10012970531
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Evidence of economic policy uncertainty and COVID-19 pandemic on global stock returns
Chiang, Thomas C. - In: Journal of risk and financial management : JRFM 15 (2022) 1, pp. 1-24
This paper examines the impact of changes in economic policy uncertainty (EPU) and COVID-19 shock on stock returns. Tests of 16 global stock market indices, using monthly data from January 1990 to August 2021, suggest a negative relation between the stock return and a country’s EPU. Evidence...
Persistent link: https://www.econbiz.de/10012813880
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Has COVID-19 changed the correlation between cryptocurrencies and stock markets?
Abdelkafi, Ines; Romdhane, Youssra Ben; Loukil, Sahar - In: European journal of government and economics : EJGE 12 (2023) 2, pp. 139-156
The COVID-19 pandemic has challenged the notion that cryptocurrencies are uncorrelated with traditional asset markets. This study uses VAR-OLS techniques to investigate the time-varying correlation between Bitcoin and three major European stock market indices from January 4, 2016, to February...
Persistent link: https://www.econbiz.de/10014445351
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Scheduled Macroeconomic News Announcements and Intraday Market Sentiment
Seok, Sangik; Cho, Hoon; Ryu, Doojin - 2022
We analyze the effect of scheduled macroeconomic news on intraday market sentiment by comparing the sentiment of the announcement date with that of the non-announcement date. The announcement of the macroeconomic indicators itself does not change the market sentiment, but the direction of the...
Persistent link: https://www.econbiz.de/10013306313
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Time variation in asset price response to macro announcements
Goldberg, Linda S.; Grisse, Christian - 2013
Although the effects of economic news announcements on asset prices are well established, theserelationships are unlikely to be stable. This paper documents the time variation in the responses of yield curves and exchange rates using high-frequency data from January 2000 through August 2011....
Persistent link: https://www.econbiz.de/10009787494