asset prices, which exert a greater effect on equity markets than on the T-bill market. However, this raises the question as to how the good mood of investors related to COVID-19 can be measured given the lack of direct measurement. In the current study, we propose and use internet sear...
COVID-19Crude oil marketStock marketSpillover effectTime-domain approachMethod based on frequency dynamicsWe analyzed the return and volatility spillover between the COVID-19 pandemic in 2020, the crude oil market, and the stock market by employing two empirical methods for connectedness: the time...
Cashing in on the real estate market wasn’t as favored. There were only 12k mentions in the last three months, actually down from pre-pandemic levels. A new way to play Many people have had to adapt to new hobbies to replace those that aren’t possible to partake in under lockdown. ...
MARKET RISK DATA ANALYTICS FOR SELECTED ASIAN STOCK MARKETS DURING THE PANDEMIC COVID-19 This study investigates various conditional mean and variance models to account for the impact of COVID-19 on the selected Asian markets, specifically the ... LJ Teng,CW Cheong,L Min - 《Journal of Qualit...
After the COVID-19 pandemic, we reread lead newspaper articles about stock market jumps from January 1918 to December 1920. There were 32 jumps during these years, 23 from March 1918 to June 1920. None attributed a jump to policy responses to the Spanish Flu pandemic. 2 The New York ...
COVID-19 death casesUsing Pooled Ordinary Least Square (Pooled OLS) on a daily panel dataset from the US and Canada from January 22 to September 22, 2020, this study examines the idoi:10.2139/ssrn.3712419Rahman, Mohammed MizanurRahman, Md. Mominur...
Also, there is no literature regarding spillover effects and contagion in stock markets during the Covid-19 or previous pandemic crises.2 2.1. Interdependence and contagion in stock markets In terms of the methodology, a dependence structure when looking at market indices is the main problem for...
Stock Markets under the Global Pandemic: Evidence from Tunisia during the Early Stage of the COVID-19 Pandemicdoi:10.2139/ssrn.3598726COVID-19 and financeTunisian stock market indexoil pricesfinancial-market riskThe purpose of this study is to investigate the impact of COVID-19 on the ...
Finally, renewable energy market received a greater negative impact from the carbon market during COVID-19 than during the release of the European Green Deal, while Brexit allowed positive carbon price spillover to renewable energy price. Spillover Connectedness Between Cryptocurrency and Energy Sector...
To fill this gap, we posit that the COVID-19 outbreak is an exogenous shock and analyse whether the margin purchases and short sales have any effects on the stock return volatility in the Chinese stock market during the COVID-19 outbreak. Three observations can be summarized from the ...