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Have the predictability of oil changed during the COVID-19 pandemic : evidence from international stock markets

Ding, Hui; Huang, Yisu; Wang, Jiqian - In: International review of financial analysis 87 (2023), pp. 1-15

Persistent link: https://www.econbiz.de/10014460444

The effect of the COVID-19 pandemic on multifractals of price returns and trading volume variations of cryptocurrencies

Lahmiri, Salim - In: Decision analytics journal 6 (2023), pp. 1-5

offer an interesting investment during times of serious world economic downturns. …

Persistent link: https://www.econbiz.de/10014505962

The impact of COVID-19 pandemic on the volatility connectedness network of global stock market

Cheng, Tingting; Liu, Junli; Yao, Wenying; Zhao, Albert Bo - In: Pacific-Basin finance journal 71 (2022), pp. 1-22

Persistent link: https://www.econbiz.de/10014513730

Multi-regime Forecasting Model for the Impact of COVID-19 Pandemic on Volatility in Global Equity Markets

Alan, Nazli Sila - 2020

Using a multi-regime forecasting model, we investigate the impact of COVID-19 pandemic on market volatility. We show … volatility and the GJR-GARCH volatility in global equity markets. We estimate realized volatilities using intraday 5-minute … around the world. We find that stricter policy responses by individual countries, measured by higher OxCGRT Stringency Index …

Persistent link: https://www.econbiz.de/10012828834

How world uncertainties and global pandemics destabilized food, energy and stock markets? : fresh evidence from quantile on quantile regressions

Chowdhury, Mohammad Ashraful Ferdous; Meo, Muhammad Saeed; … - In: International review of financial analysis 76 (2021), pp. 1-12

Persistent link: https://www.econbiz.de/10012805062

Immunizing markets against the pandemic : COVID-19 vaccinations and stock volatility around the world

Rouatbi, Wael; Demir, Ender; Kizys, Renatas; Zaremba, Adam - In: International review of financial analysis 77 (2021), pp. 1-14

Persistent link: https://www.econbiz.de/10012805881

Evidence of economic policy uncertainty and COVID-19 pandemic on global stock returns

Chiang, Thomas C. - In: Journal of risk and financial management : JRFM 15 (2022) 1, pp. 1-24

This paper examines the impact of changes in economic policy uncertainty (EPU) and COVID-19 shock on stock returns …

Persistent link: https://www.econbiz.de/10012813880

The disease outbreak channel of exchange rate return predictability : evidence from COVID-19

Iyke, Bernard Njindan - In: Emerging markets, finance and trade : EMFT 56 (2020) 10, pp. 2277-2297

Persistent link: https://www.econbiz.de/10012261965

The effect of COVID-19 pandemic on global stock market volatility : can economic strength help to manage the uncertainty?

Uddin, Moshfique; Chowdhury, Anup; Anderson, Keith; … - In: Journal of business research : JBR 128 (2021), pp. 31-44

Persistent link: https://www.econbiz.de/10012494435

Energy commodity price response to COVID-19 : impact of epidemic status, government policy, and stock market volatility

Czech, Katarzyna; Wielechowski, Michał - In: International Journal of Energy Economics and Policy : IJEEP 11 (2021) 3, pp. 443-453

Persistent link: https://www.econbiz.de/10012622702