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Stock Market Jumps and Uncertainty Shocks During the Great Depression

Mathy, Gabriel - 2014

Stock market volatility was extremely high during the Great Depression relative to any other period in American history. At the same time, large negative and positive discontinuous jumps in stock returns can be detected using the Barndorff-Nielsen and Shephard (2004) test for jumps in financial...

Persistent link: https://www.econbiz.de/10013057225

Economic crisis as a consequence COVID-19 virus attack: risk and damage assessment

Sukharev, Oleg S. - In: Quantitative finance and economics 4 (2020) 2, pp. 274-293

Persistent link: https://www.econbiz.de/10012271386

The role of technological innovation in the mitigation of the crisis generated by COVID-19 : an empirical study of small and medium-sized businesses (SMEs) in Latin America

Restrepo-Morales, Jorge Aníbal; Valencia-Cárdenas, Marisol - In: International studies of management & organization : ISMO 54 (2024) 2, pp. 120-136

Persistent link: https://www.econbiz.de/10014575127

Firm-level impact of the global financial crisis : evidence on innovation from Latin America

Lim, King Yoong; Morris, Diego M. - In: International journal of finance & economics : IJFE 28 (2023) 4, pp. 3902-3917

Persistent link: https://www.econbiz.de/10014429200

Economic fraud and associated risks : an integrated bibliometric analysis approach

Aivaz, Kamer-Ainur; Florea, Iulia Oana; Munteanu, Ionela - In: Risks : open access journal 12 (2024) 5, pp. 1-21

This study offers a comprehensive insight into the realms of economic fraud and risk management, underscoring the … understanding, mitigating, and combating of the risk of fraud. Our bibliometric analysis methodology is grounded in the utilization …

Persistent link: https://www.econbiz.de/10014636609