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,...
This paper investigates the effect of COVID-19 pandemic on the stock markets of the three most affected countries, the USA, India, and Brazil. The study considers the three benchmark stock indices to study the American market, Brazilian market, and Indian market, namely the S&P 500 of New ...
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...
growing role of ESG performance on company financial and market results as well as analyse the impact of the COVID-19 pandemic on the financial market... A Gawda,M Zoty - 《Economics & Law》 被引量: 0发表: 2023年 THE EFFECTS OF THE COVID-19 PANDEMIC ON STOCK MARKET PERFORMANCE IN AFR...
Our findings contribute to a growing literature on the financial market effect of COVID-19. The following studies examined how COVID-19 has influenced the financial market [[9], [10]–11] on global trade [[12], [13]–14] on the aggregate market sentiments and impact on stock markets sp...
The multifractal trend cross correlation analysis (MF-DCCA) method is used to study the influence of COVID-19 on the cross correlation between the three major financial markets in the USA. The results show that there are multifractal characteristics among US stock market, money market and foreign...
This study uses the event study method to examine the impact of COVID-19 outbreak-related announcements on the returns and volatility of 74 exchange-listed... V Kumari,VK Rai 被引量: 0发表: 2023年 COVID-19 PANDEMIC AND STOCK MARKET RESPONSE: THE ROLE OF COVID-INDUCED FEAR, INVESTOR ATTE...
Let’s explore this idea by examining the accumulated growth rates of various stock markets from 2020 to 2024. USA (S&P 500) The USA stock market, represented by the S&P 500, has shown remarkable resilience and growth post-COVID-19. The accumulated growth rate from 2020 to 2024 stands at...
The COVID-19 pandemic in Indonesia caused an economic crisis that had an impact on the state revenue sector of stamp duty to decline. This decrease occurre... RPH Radea,H Obsatar Sinaga - 《Central Asia & the Caucasus》 被引量: 0发表: 2022年 Limiting the distortionary effects of transacti...
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 ...