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The impact of the COVID-19 pandemic and the Russian invasion of Ukraine on Gold markets

Morina, Fisnik; Misiri, Valdrin; Dinaj, Saimir; Grima, Simon - In: Business, mangagement and economics engineering : BMEE 22 (2024) 1, pp. 17-32

Russian invasion of Ukraine have significantly impacted Gold market dynamics. Inflation significantly impacts volatility … shocks have a higher asymmetric effect. The VIX positively affects Gold market volatility, suggesting a perceived safe …Purpose - The study examines global Gold market performance and correlations between COVID-19, the Russian invasion …

Persistent link: https://www.econbiz.de/10015052561

The relevance of accuracy for the impact of macroeconomic news on exchange rate volatility

Laakkonen, Helinä; Lanne, Markku - In: International journal of finance & economics : IJFE 18 (2013) 4, pp. 339-351

Persistent link: https://www.econbiz.de/10010355971

Exchange rate spillover, carry trades, and the COVID-19 pandemic

Mo, Wan-Shin; Yang, J. Jimmy; Chen, Yu-Lun - In: Economic modelling 121 (2023), pp. 1-14

Persistent link: https://www.econbiz.de/10014384369

Spillover effect of the RMB and Non-USD currencies after the COVID-19 pandemic : evidence captured from 30-minute high frequency data

Lu, Changrong; Li, Jiaxiang; Liu, Lian; Yu, Fandi - In: International review of economics & finance : IREF 84 (2023), pp. 527-552

Persistent link: https://www.econbiz.de/10014364118

Immunizing markets against the pandemic : COVID-19 vaccinations and stock volatility around the world

Rouatbi, Wael; Demir, Ender; Kizys, Renatas; Zaremba, Adam - In: International review of financial analysis 77 (2021), pp. 1-14

Persistent link: https://www.econbiz.de/10012805881

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

Volatility and asymmetric analysis of Indian indices during Covid-19 pandemic period

Banu, S. Shameem; Shibu, N. S. - In: Theoretical and applied economics : GAER review 29 (2022) 1/630, pp. 215-222

Persistent link: https://www.econbiz.de/10013259168

COVID-19 pandemic and stock market contagion : a wavelet-copula GARCH approach

Alqaralleh, Huthaifa; Canepa, Alessandra; Zanetti … - 2020

Persistent link: https://www.econbiz.de/10012387020

The effect of the COVID-19 pandemic on multifractals of price returns and trading volume variations of cryptocurrencies

Lahmiri, Salim - In: Decision analytics journal 6 (2023), pp. 1-5

We investigate the multifractal properties of daily price returns and trading volume variations in 35 cryptocurrencies … scaling exponent functions and multifractal spectrums show that, in general, price returns and trading volume variations … pandemic. As a result, the level of multifractality diminished during the COVID-19 for both price returns and trading volume …

Persistent link: https://www.econbiz.de/10014505962

Reprint of :Do retail traders destabilize financial markets? : an investigation surrounding the COVID-19 pandemic

Baig, Ahmed S.; Blau, Benjamin; Butt, Hassan A.; Yasin, … - In: Journal of banking & finance 147 (2023), pp. 1-18

Persistent link: https://www.econbiz.de/10014248228