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COVID-19 vaccinations and the volatility of energy companies in international markets

Demir, Ender; Kizys, Renatas; Rouatbi, Wael; Zaremba, Adam - In: Journal of risk and financial management : JRFM 14 (2021) 12, pp. 1-21

world. The drop in volatility is statistically and economically significant and robust to many considerations. The observed … developed markets rather than in emerging ones. Our findings bear clear practical implications: policy makers around the world …

Persistent link: https://www.econbiz.de/10012799942

Volatility in international stock markets : an empirical study during COVID-19

Chaudhary, Rashmi; Bakhshi, Priti; Gupta, Hemendra - In: Journal of risk and financial management : JRFM 13 (2020) 9/208, pp. 1-17

Predicting volatility is a must in the finance domain. Estimations of volatility, along with the central tendency, permit us to evaluate the chances of getting a particular result. Financial analysts are frequently challenged with the assignment of diversifying assets in order to form efficient...

Persistent link: https://www.econbiz.de/10012384430

Economic uncertainty before and during the COVID-19 pandemic

Altig, Dave; Baker, Scott Brent; Barrero, Jose Maria; … - 2020

We consider several economic uncertainty indicators for the United States and the UK before and during the COVID-19 pandemic: implied stock market volatility, newspaper-based economic policy uncertainty, twitter chatter about economic uncertainty, subjective uncertainty about future business...

Persistent link: https://www.econbiz.de/10012251406

COVID-induced economic uncertainty

Baker, Scott; Bloom, Nicholas; Davis, Steven J.; Terry, … - 2020

Persistent link: https://www.econbiz.de/10012204869

Relative stock market performance during the coronavirus pandemic : virus vs. policy effects in 80 countries

Burdekin, Richard C. K.; Harrison, Samuel - In: Journal of risk and financial management : JRFM 14 (2021) 4, pp. 1-18

This paper examines relative stock market performance following the onset of the coronavirus pandemic for a sample of … 80 stock markets. Weekly data on coronavirus cases and deaths are employed alongside Oxford indices on each nation … sample results show that increased coronavirus cases exert the expected overall effect of worsening relative stock market …

Persistent link: https://www.econbiz.de/10012522187