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The news effect of COVID-19 on global financial market volatility
Haldar, Anasuya; Sethi, Narayan - In: Bulletin of monetary economics and banking 24 (2021), pp. 33-58
Persistent link: https://www.econbiz.de/10012583996
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The contagion between stock markets : evidence from Vietnam and Asian emerging stocks in the context of COVID-19 Pandemic
Le Thi Minh Huong - In: Macroeconomics and finance in emerging market economies 17 (2024) 1, pp. 78-94
Persistent link: https://www.econbiz.de/10014511849
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Dynamic connectedness between stock markets in the presence of the COVID-19 pandemic : does economic policy uncertainty matter?
Youssef, Manel; Mokni, Khaled; Ajmi, Ahdi Noomen - In: Financial innovation : FIN 7 (2021), pp. 1-27
This study investigates the dynamic connectedness between stock indices and the effect of economic policy uncertainty (EPU) in eight countries where COVID-19 was most widespread (China, Italy, France, Germany, Spain, Russia, the US, and the UK) by implementing the time-varying VAR (TVP-VAR)...
Persistent link: https://www.econbiz.de/10012495004
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Energy contagion in the COVID-19 crisis
Heinlein, Reinhold; Legrenzi, Gabriella; Mahadeo, Scott … - 2020
time of the COVID-19 pandemic. We provide evidence in favour of energy contagion, in term of significantly higher …
Persistent link: https://www.econbiz.de/10012226706
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Stock markets and the COVID-19 fractal contagion effects
Okorie, David Iheke; Lin, Boqiang - In: Finance research letters 38 (2021), pp. 1-8
Persistent link: https://www.econbiz.de/10012490623
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Energy contagion in the COVID-19 crisis
Heinlein, Reinhold; Legrenzi, Gabriella; Mahadeo, Scott … - 2020
Persistent link: https://www.econbiz.de/10012317566
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Translating financial integration into correlation risk : a weekly reporting's viewpoint for the volatility behavior of stock markets
Gatfaoui, Hayette - In: Economic modelling 30 (2013), pp. 776-791
Persistent link: https://www.econbiz.de/10009708799
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Early-warning signals of risk contagion among global stock markets : evidence from community-level
Liu, Chengcheng; Song, Peng; Huang, Bai - In: Applied economics letters 29 (2022) 4, pp. 338-345
Persistent link: https://www.econbiz.de/10012803538
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Risk factors and contagion in commodity markets and stocks markets
Goutte, Stéphane (ed.); Guesmi, Khaled (ed.) - 2020
correlation between commodity markets and financial markets. Our objective in this book, Risk Factors and Contagion in Commodity … commodities as input. This latter effect creates the so called "commodities risk". Additionally, commodities price fluctuations … may spread off to other sectors in the economy, via contagion effects. Besides, stronger investor interest in commodities …
Persistent link: https://www.econbiz.de/10012197489
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The Dynamics of Emerging Stock Markets : Empirical Assessments and Implications
Arouri, Mohamed - 2010
Stock Market Efficiency.- Chapter 6 Stock Market Volatility.- Chapter 7 Globalization and Market Integration.- Chapter 8 … Dynamics of Market Integration and International Asset Pricing.- Chapter 9 International Financial Crisis and Contagion. …
Persistent link: https://www.econbiz.de/10013521320