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The historic oil price fluctuation during the Covid-19 pandemic : what are the causes?
Thai-Ha Le; Le, Anh Tu; Le, Ha-Chi - In: Research in international business and finance 58 (2021), pp. 1-18
Persistent link: https://www.econbiz.de/10013286734
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Does disease outbreak news impact equity, commodity and foreign exchange market? : investors' fear of the pandemic COVID-19
Shaikh, Imlak; Toan Luu Duc Huynh - In: Journal of economic studies 49 (2022) 4, pp. 647-664
Persistent link: https://www.econbiz.de/10013352765
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Time-frequency volatility connectedness between fossil energy and agricultural commodities : comparing the COVID-19 pandemic with the Russia-Ukraine conflict
Wu, You; Ren, Wenting; Wan, Jieru; Liu, Xiaoxue - In: Finance research letters 55 (2023) 1, pp. 1-15
Persistent link: https://www.econbiz.de/10014473221
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The impact of COVID-19 on the volatility connectedness of the Chinese tourism sector
Hu, Yang; Lang, Chunlin; Corbet, Shaen; Wang, Junchuan - In: Research in international business and finance 68 (2024), pp. 1-15
Persistent link: https://www.econbiz.de/10014451822
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Dynamics of return and volatility spill-over between developed, emerging and African equity markets during the Covid-19 pandemic and Russia-Ukraine war
Anyikwa, Izunna; Phiri, Andrew - In: Journal for studies in economics and econometrics : SEE 47 (2023) 2, pp. 144-168
Persistent link: https://www.econbiz.de/10014319326
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Macro news and long-run volatility expectations
Vilhelmsson, Anders - 2020
Persistent link: https://www.econbiz.de/10012289538
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The high frequency impact of economic policy narratives on stock market uncertainty
Perico Ortiz, Daniel - 2021
This paper investigates the causal relationship between economic policy narratives, derived from President Trump's tweets and tweeting behavior, and stock market uncertainty. To this end, I define different event types based on the occurrence probability of identifted narratives or unusual tweet...
Persistent link: https://www.econbiz.de/10012432840
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The role of the IDEMV in predicting European stock market volatility during the COVID-19 pandemic
Li, Yan; Liang, Chao; Ma, Feng; Wang, Jiqian - In: Finance research letters 36 (2020), pp. 1-7
Persistent link: https://www.econbiz.de/10012484308
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Stock market returns, volatility, correlation and liquidity during the COVID-19 crisis : evidence from the Markov switching approach
Just, Małgorzata; Echaust, Krzysztof - In: Finance research letters 37 (2020), pp. 1-8
Persistent link: https://www.econbiz.de/10012485169
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Are the shocks of EPU, VIX, and GPR indexes on the oil-stock nexus alike? : a time-frequency analysis
Chen, Xiuwen - In: Applied economics 55 (2023) 48, pp. 5637-5652
Persistent link: https://www.econbiz.de/10014335498