We examine the impact of COVID-19 events on the implied volatility of the global financial system, which is strongly observed in March 2020. Even during black swan events, we observe the asymmetric impact of coronavirus outbreaks across assets and markets. The response of black swan events ...
COVID - 19Financial MarketsChina & USAGlobally, the COVID - 19 shock is severe even compared to the Great Financial Crisis in 2007–08. However, the impact of the COVID - 19 on the financial marketsdoi:10.2139/ssrn.3567901Nuhu A. Sansa...
I call on the US side to stop wasting precious time and stop costing people's lives. China and the US need to work together on a number of urgent things. First, we may share our experience and learn from each other's best practices to bolster our respective responses to COVID-19. Sec...
This study uses event-study methodology to estimate the impact of the COVID-19 pandemic on the transmission of monetary policy to financial markets, based on a sample of 37 countries with severe pandemics. Financial markets include government bond, stock, exchange rate and credit default swap mark...
Since the start of the financial turmoil caused by the COVID-19 outbreak, the Fed has done everything within its power to support the U.S. economy, and the effects are beginning to show - easing liquidity pressures and calming financial market turmoil. ...
The fiscal response to the COVID-19 crisis (including short-time work schemes, public credit guarantees in many countries and other direct and indirect support for firms and households) is helping to cushion the impact of the shock: the euro area general government balance is projected to reach...
Abstract:The global spread of Covid-19 will exert extremely negative impact on the world economy.Not only the foreign trade development of China and Chinese enterprises,but also the international image of China will face more threats in the future.Sino-US relations may deteriorate in the absence...
According to a report released by Brookings Institute about the Social & Economic impact of COVID – 19 on June 8, 2021, the global economy has suffered a huge disruption. The current downturn has surpassed the level of recession post-World War II. Likewise, the World Economic Outlook report...
growth prospects of this magnitude would lower global GDP growth to around 1½ percent in 2020 and could push several economies into recession, including Japan and the euro area. The overall impact on China would also intensify, reflecting the decline in key export markets and supplying ...
The impact of COVID-19 on the portfolio optimization Purpose This article unveils first the lead鈥搇ag structure between the confirmed cases of COVID-19 and financial markets, including the stock (DJI), crypt... Y Trichilli,MB Abbes - 《Euromed Journal of Business》 被引量: 0发表: 2023年...