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The impact of COVID-19 on the volatility transmission across equity and commodity markets

Tarchella, Salma; Mzoughi, Hela; Belaid, Fateh - In: Financial Market Dynamics after COVID 19 : The …, (pp. 123-137). 2022

Persistent link: https://www.econbiz.de/10013198545

Economic policy uncertainty and stock market returns in PacificRim countries : evidence based on a Bayesian panel VAR model

Christou, Christina; Cuñado Eizaguirre, Juncal; Gupta, … - In: Journal of multinational financial management 40 (2017), pp. 92-102

Persistent link: https://www.econbiz.de/10011927815

Does the Covid-19 pandemic affect faith-based investments? : evidence from global sectoral indices

Dharani, M.; Hassan, M. Kabir; Rabbani, Mustafa Raza; … - In: Research in international business and finance 59 (2022), pp. 1-12

Persistent link: https://www.econbiz.de/10013402109

Further evidence of contagion effect between the Chinese and the G20 stock markets during the COVID-19 pandemic : a time-varying copula approach

Sghaier, Nadia; Kouki, Mondher; Ben Messaoud, Samia - In: Cogent economics & finance 11 (2023) 1, pp. 1-28

This paper examines the presence of a contagion effect between Chinese and G20 stock markets as well as its intensity over a recent period from 1st January 2013 to 7 April 2022. The empirical study is conducted using the time-varying copula approach. The obtained results show strong evidence of...

Persistent link: https://www.econbiz.de/10014500850

An analysis of dependency of stock markets after unlimited QE announcements during COVID-19 pandemic

Ornanong Puarattanaarunkorn; Kittawit Autchariyapanitkul; … - In: Asian journal of economics and banking : AJEB 7 (2023) 3, pp. 310-332

in dependence. Findings - The findings show changes in dependence among the volatility of daily returns in 14 stock … dependency to be compared between stock market volatility before and after the announcement of unlimited QE during the COVID-19 …

Persistent link: https://www.econbiz.de/10014445508