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Stock Markets from COVID-19 to the Russia-Ukraine Crisis : Structural Breaks in Interactive Effects Panels
Karamti, Chiraz; Jeribi, Ahmed - 2022
al. (2022)'s panel data approach to assess the presence and location of common structural breaks across the studied …
Persistent link: https://www.econbiz.de/10014236335
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An empirical examination of the generalized Fisher effect using cross-sectional correlation robust tests for panel cointegration
Omay, Tolga; Yüksel, Aslı; Yüksel, Aydın - In: Journal of international financial markets, … 35 (2015), pp. 18-29
Persistent link: https://www.econbiz.de/10011474678
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The effect of economic policy uncertainty on the long-term correlation between U.S. stock and bond markets
Fang, Libing; Yu, Honghai; Li, Lei - In: Economic modelling 66 (2017), pp. 139-145
Persistent link: https://www.econbiz.de/10011813695
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Revisiting oil-stock nexus during COVID-19 pandemic : some preliminary results
Salisu, Afees A.; Ebuh, Godday Uwawunkonye; Usman, Nuruddeen - In: International review of economics & finance : IREF 69 (2020), pp. 280-294
Persistent link: https://www.econbiz.de/10012486883
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Estimation of heterogeneous panels with structural breaks
Baltagi, Badi H.; Qu, Feng; Kao, Chihwa - In: Journal of econometrics 191 (2016) 1, pp. 176-195
Persistent link: https://www.econbiz.de/10011598096
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Testing the hysteresis effect in the US state-level unemployment series
Omay, Tolga; Ozcan, Burcu; Shahbaz, Muhammed - In: Journal of applied economics 23 (2020) 1, pp. 329-348
structural break, nonlinearity, asymmetry, and cross-sectional correlation within panel-data estimation including the use of a … sequential panel selection method. While not previously considered, sequential panel selection enabled us to determine and …
Persistent link: https://www.econbiz.de/10012257115
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Canadian stock market volatility under COVID-19
Xu, Dinghai - 2020
Persistent link: https://www.econbiz.de/10012211693
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COVID-19 and instability of stock market performance : evidence from the U.S.
Hong, Hui; Bian, Zhicun; Lee, Chien-chiang - In: Financial innovation : FIN 7 (2021), pp. 1-18
The effect of COVID‑19 on stock market performance has important implications for both financial theory and practice. This paper examines the relationship between COVID‑19 and the instability of both stock return predictability and price volatility in the U.S over the period January 1st,...
Persistent link: https://www.econbiz.de/10012494993
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Canadian stock market volatility under COVID-19
Xu, Dinghai - In: International review of economics & finance : IREF 77 (2022), pp. 159-169
Persistent link: https://www.econbiz.de/10013330750
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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