The combination of these two problems will likely initiate a long-term economic downturn and drive the US economy into the next recession. The COVID-19 pandemic outbreak continues its tremendous spread in the US causing unprecedented effects of the US stock markets volatility and the economic ...
The Philippine Stock Market, also known as the Philippine Stock Exchange (PSE), has been significantly impacted by the COVID-19 pandemic. As with many stock markets around the world, the PSE has experienced volatility and uncertainty as investors react to the pandemic. In the early months of ...
Also, Morana and Beltratti (2008) investigated co-movements in four international stock markets (US, UK, Germany, and Japan) over the period between 1973 and 2004. They showed that integrating these different stock markets induced rising co-movements in prices, returns, correlation, and volatilit...
Through the empirical analysis of the stock market, the bond market and different industry sectors, it is found that the pandemic has had no significant impact on the return of the stock and bond markets; however, it has increased market volatility. There are significant differences in the ...
This paper sets out to explore the impact of COVID-19 pandemic on the dynamic connectedness among gold, oil and five leading stock markets by applying a new DCC-GARCH connectedness approach. We find stronger connectedness between these markets during the COVID-19 pandemic than in the pre-pandem...
Stock market comovements: Evidence from the COVID-19 pandemic The COVID-19 pandemic shock has harmed the US and East Asian stock markets. Focusing on measuring the inherent correlation, this paper employs a GARCH-Copu... C Zehri - 《Journal of Economic Asymmetries》 被引量: 0发表: 2021年...
Second, stock prices, firm financial data, and firm management data are obtained from China Securities Markets and Accounting Research Database. In particular, stock prices are measured using cumulative abnormal returns calculated by utilizing the event-study method. Third, we obtain media coverage ...
Volatility Contagion between Crude Oil and G7 Stock Markets in the Light of Trade Wars and COVID-19: An Application Based on the TVP-VAR Extended Joint Con... Volatility Contagion between Crude Oil and G7 Stock Markets in the Light of Trade Wars and COVID-19: An Application Based on ...
Illiquidity and stock returns: Cross-section and time-series effects Journal of Financial Markets, 5 (1) (2002), pp. 31-56, 10.1016/S1386-4181(01)00024-6 View PDFView articleView in ScopusGoogle Scholar Atkeson, 2020 A. Atkeson What will be the economic impact of COVID-19 in the US?
The global stock markets were undergoing a terrible time. It is an urgent and necessary work to study the situation so as to help better understand the situation and make effective prevention and control in the near future. Many research works have been done based on the stock or bond ...