COVID-19Stock marketsDCC-GARCH modelUNIT-ROOTTIME-SERIESThis article uses the global cases of COVID-19 and nine types of Morgan Stanley Capital International (MCSI) stock indexes to test the contagion effect and the impact duration of COVID-19 on the stock market between Jan 23 - Apr 14,...
COVID-19 Stock Market Volatility Economic Resilience Capitalism Financial Development Corporate Governance 1. Introduction The COVID-19 pandemic has affected almost every aspect of human life and the economy and has been labelled as a black swan event due to its sudden and severe nature (Verma & ...
Given greater availability of data, the research about the effect of COVID-19 on stock market is rich and can be categorized into following aspects: (a) the negative effect of COVID-19 on firm and industry performances (Gu et al., 2020, He et al., 2020a, He et al., 2020b, Iyke...
Employing the advanced econometrics based on copula approach, the results indicate that the probability of the nexus of the returns of total confirmed cases of covid and the stock market fluctuates together was about 5.86% for Vietnam and about 7.81% for Thailand in the period from Jan, 23th ...
The Stock Market With the initial outbreak of the coronavirus in China disrupting global supply chains followed by the record unemployment, the stock market plunged to its worst day since 1987 in March. While it has been bouncing back, with the S&P just posting its fastest 50-day advance in ...
On the basis of previous research results,according to the actual situations of institutional investors in the Chinese stock market,under the hypotheses condition that the institutional investors are overconfident,this paper studies the effect mechanism of the effect of institutional investors' overconfident...
Carbon pricing is one of the key policy tools in the green recovery of the post-COVID-19 era. As linkages among ETSs worldwide are future trend, the carbon price spillover effects among markets are needed to be explored. This study examines the spillover effects and dynamic linkages of ca...
The results show: 1) COVID-19 has made greater impacts on the stock market than the bond market; 2) the economic policy responses after the COVID-19 has brought impacts on both of the stock and the bond markets; 3) the monetary policy responses has brought greater volatility to the ...
Empirical Analysis Of Covid-19 On Brics Nations And Their Impact Positive/Negative On Stock Market Indices The coronavirus is a novel disease affected across the world. The symptoms are cold and fever. It was invented in December 2019 by China and is denoted as ... SP Rao,PR Babu,AS Kuma...
This paper enriches the literature by unveiling new evidence of financial contagion in the futures market by studying the seventeen different countries (Developed and Emerging), which are China's main trading partners. Furthermore, the study documents the contagion effect of COVID-19 on most countri...