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Covid-19 pandemic and tail-dependency networks of financial assets

Trung Hai Le; Do, Hung Xuan; Nguyen, Duc Khuong; … - In: Finance research letters 38 (2021), pp. 1-9

Persistent link: https://www.econbiz.de/10012490666

Downside risk in Dow Jones Islamic equity indices : precious metals and portfolio diversification before and after the COVID-19 bear market

Ali, Fahad; Jiang, Yuexiang; Sensoy, Ahmet - In: Research in international business and finance 58 (2021), pp. 1-20

Persistent link: https://www.econbiz.de/10013287840

Impact of media hype and fake news on commodity futures prices : a deep learning approach over the COVID-19 period

Banerjee, Ameet Kumar; Sensoy, Ahmet; Goodell, John W.; … - In: Finance research letters 59 (2024), pp. 1-8

Persistent link: https://www.econbiz.de/10014445235

How does the time-varying dynamics of spillover between clean and brown energy ETFs change with the intervention of climate risk and climate policy uncertainty?

Banerjee, Ameet Kumar; Özer, Zeynep Sueda; Rahman, … - In: International review of economics & finance : IREF 93 (2024) 1, pp. 442-468

Persistent link: https://www.econbiz.de/10014535360

Nonlinear nexus between cryptocurrency returns and COVID-19 news sentiment

Banerjee, Ameet Kumar; Akhtaruzzaman, Md.; Dionísio, … - In: Journal of behavioral and experimental finance 36 (2022), pp. 1-9

Persistent link: https://www.econbiz.de/10014227673

Managing disease containment measures during a pandemic

Shahmanzari, Masoud; Tanrisever, Fehmi; Eryarsoy, Enes; … - In: Production and operations management : the flagship … 32 (2023) 5, pp. 1362-1379

Persistent link: https://www.econbiz.de/10014266299

Analysing the dynamic influence of US macroeconomic news releases on Turkish stock markets

Ekinci, Cumhur; Akyildirim, Erdinc; Corbet, Shaen - In: Finance research letters 31 (2019), pp. 155-164

Persistent link: https://www.econbiz.de/10012421267

Analysing the Dynamic Influence of US Macroeconomic News Releases on Turkish Stock Markets

Ekinci, Cumhur - 2019

We investigate the effects of macroeconomic announcements made in the United States on trading activity of stocks listed in Borsa Istanbul. The influence of these releases on the selected variables are an important source of information for market participants. Results show a clear negative...

Persistent link: https://www.econbiz.de/10012862886

The Volatility Generating Effects of Macroeconomic News on Cryptocurrency Returns

Corbet, Shaen - 2018

This paper examines the relationship between news coverage and Bitcoin returns. Previous studies have provided evidence to suggest that macroeconomic news affects stock returns, commodities and interest rates. We extend the approach developed by Birz and Lott [2011] to examine the hypothesis...

Persistent link: https://www.econbiz.de/10012924762

The Impact of Macroeconomic News on Bitcoin Returns

Corbet, Shaen - 2020

This paper examines the relationship between news coverage and Bitcoin returns. Previous studies have provided evidence to suggest that macroeconomic news affects stock returns, commodity prices, and interest rates. We construct a sentiment index based on news stories that follow the...

Persistent link: https://www.econbiz.de/10012839983