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COVID-19 mortality and economic losses : the role of policies and structural conditions

Wang, Weichen; Gurgone, Andrea; Martinez, Humberto; … - In: Journal of risk and financial management : JRFM 15 (2022) 8, pp. 1-28

The response of governments to the COVID-19 outbreak was foremost oriented to two objectives: saving lives and limiting economic losses. However, the effectiveness and success factors of interventions were unknown ex-ante. This study aims to shed light on the drivers of countries' performances...

Persistent link: https://www.econbiz.de/10013380491

Changes in consumption in the early COVID-19 era : zip-code level evidence from the U.S.

Yilmazkuday, Hakan - In: Journal of risk and financial management : JRFM 14 (2021) 10, pp. 1-10

in consumption at local commercial places during the early coronavirus disease 2019 (COVID-19) era. Since using aggregate …

Persistent link: https://www.econbiz.de/10012745314

Relative stock market performance during the coronavirus pandemic : virus vs. policy effects in 80 countries

Burdekin, Richard C. K.; Harrison, Samuel - In: Journal of risk and financial management : JRFM 14 (2021) 4, pp. 1-18

This paper examines relative stock market performance following the onset of the coronavirus pandemic for a sample of … 80 stock markets. Weekly data on coronavirus cases and deaths are employed alongside Oxford indices on each nation … sample results show that increased coronavirus cases exert the expected overall effect of worsening relative stock market …

Persistent link: https://www.econbiz.de/10012522187

Spillovers of the COVID-19 pandemic : impact on global economic activity, the stock market, and the energy sector

Hasan, Md. Bokhtiar; Masnun Mahi; Sarker, Tapan; Amin, … - In: Journal of risk and financial management : JRFM 14 (2021) 5, pp. 1-18

In this study, we examine the effect of the COVID-19 pandemic on global economic activity, the stock market, and the energy sector considering the sizable damaging impacts in these crucial aspects. Our results, based on the structural vector autoregression (SVAR) model for the data from 21...

Persistent link: https://www.econbiz.de/10012534226

The COVID-19 shock : a Bayesian approach

Younes, Oussama Abi; Altuğ, Sumru - In: Journal of risk and financial management : JRFM 14 (2021) 10, pp. 1-15

The coronavirus crisis that started in December 2019 was declared a pandemic by March 2020 and had devastating global …

Persistent link: https://www.econbiz.de/10012792445

COVID-19 vaccinations and the volatility of energy companies in international markets

Demir, Ender; Kizys, Renatas; Rouatbi, Wael; Zaremba, Adam - In: Journal of risk and financial management : JRFM 14 (2021) 12, pp. 1-21

The COVID-19 pandemic has elevated both the risk and volatility of energy companies. Can mass vaccinations restore stability within this sector? To answer this question, we investigate stock market data from fifty-eight countries from January 2020 to April 2021. We document that vaccination...

Persistent link: https://www.econbiz.de/10012799942

Dynamic causality analysis of COVID-19 pandemic risk and oil market changes

So, Mike Ka-pui; Chan, Jacky N. L.; Chu, Amanda M. Y. - In: Journal of risk and financial management : JRFM 15 (2022) 6, pp. 1-11

Crude oil draws attention in recent research as its demand may indicate world economic growth trend in the post-COVID-19 era. In this paper, we study the dynamic lead-lag relationship between the COVID-19 pandemic and crude oil future prices. We perform rolling-sample tests to evidence whether...

Persistent link: https://www.econbiz.de/10013273581

Are GARCH and DCC values of 10 cryptocurrencies affected by COVID-19?

Yan, Kejia; Yan, Huqin; Gupta, Rakesh - In: Journal of risk and financial management : JRFM 15 (2022) 3, pp. 1-25

This paper examines the dynamic conditional correlations among 10 cryptocurrencies and the possibility of hedging investment strategies among multiple cryptocurrencies over the period affected by COVID-19 from 2017 to 2022. After studying the relationship between Bitcoin, Ethereum, and the other...

Persistent link: https://www.econbiz.de/10013161876

The drivers of policies to limit the spread of COVID-19 in Europe

Bourdin, Sébastien; Miled, Slimane Ben; Salhi, Jamil - In: Journal of risk and financial management : JRFM 15 (2022) 2, pp. 1-9

While many articles have analyzed the effectiveness of the policies that aimed to limit the spread of COVID-19, very little research work has examined the determinants that drove these policies. Therefore, we proposed to study the determinants that led government authorities to implement more or...

Persistent link: https://www.econbiz.de/10012821274

Certificate of need laws and health care use during the COVID-19 pandemic

Choudhury, Agnitra Roy; Ghosh, Sriparna; Plemmons, Alicia - In: Journal of risk and financial management : JRFM 15 (2022) 2, pp. 1-11

new hospital beds. The coronavirus pandemic created a surge in demand for medical services, which might be exacerbated in …

Persistent link: https://www.econbiz.de/10012821552