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Stock market response to the COVID-19 lockdown : the case of Dow Jones, CAC 40, DAX and FTSE 100

Bakour, Amal; Aloui, Fatma Abidi - In: International journal of business and emerging markets … 15 (2023) 4, pp. 380-395

Persistent link: https://www.econbiz.de/10014435557

Stock market reactions during different phases of the COVID-19 pandemic : cases of Italy and Spain

Keliuotyte-Staniuleniene, Greta; Kviklis, Julius - In: Economies : open access journal 10 (2022) 1, pp. 1-32

models (in the case of Spain) confirmed that the COVID-19 pandemic increased the volatility of stock market return. This …

Persistent link: https://www.econbiz.de/10012800500

Tourism stocks in times of crisis : an econometric investigation of unexpected nonmacroeconomic factors

Zopiatis, Anastasios; Savva, Christos S.; Lambertides, … - In: Journal of travel research : a quarterly publication of … 58 (2019) 3, pp. 459-479

Persistent link: https://www.econbiz.de/10011983320

Are the shocks of EPU, VIX, and GPR indexes on the oil-stock nexus alike? : a time-frequency analysis

Chen, Xiuwen - In: Applied economics 55 (2023) 48, pp. 5637-5652

Persistent link: https://www.econbiz.de/10014335498

Covid-19 and Islamic stock index : evidence of market behavior and volatility persistence

Saleem, Adil; Bárczi, Judit; Sági, Judit - In: Journal of risk and financial management : JRFM 14 (2021) 8, pp. 1-22

economic aspects of the world. This study investigated the Islamic stock market's reaction and changes in volatility before and … nine different markets around the globe. To examine changes in volatility and persistence of risk, the generalized … hand, the volatility of Islamic stock indices was substantially amplified after the global health crisis was declared by …

Persistent link: https://www.econbiz.de/10012627110

Did the Islamic stock index provide shelter for investors during the COVID-19 crisis? : evidence from an emerging stock market

Abro, Kashif Ali; Saleem, Adil; Bárczi, Judit; Sági, Judit - In: Risks : open access journal 10 (2022) 6, pp. 1-14

intends to provide a parallel comparison of volatility change and external shock persistence of the Islamic and conventional …). An optimally parameterized GARCH (1,1) model is used to measure volatility change for both the pre- to post …

Persistent link: https://www.econbiz.de/10013363152

The changing macroeconomic response to stock market volatility shocks

Beetsma, Roel; Giuliodori, Massimo - In: Journal of macroeconomics 34 (2012) 2, pp. 281-293

Persistent link: https://www.econbiz.de/10009689416

Impact of COVID-19 and government interventions on Bursa Malaysia sectors

Yee Peng Chow; Tan, Young Han - In: Journal of Chinese economic and foreign trade studies 16 (2023) 2, pp. 99-118

Persistent link: https://www.econbiz.de/10014337159

The Determinants of Main Stock Exchange Index Changes in Emerging Countries : Evidence from Turkey in COVID-19 Pandemic Age

Kartal, Mustafa Tevfik - 2020

, government bonds interest rates, Morgan Stanley Capital International (MSCI) emerging markets index, and volatility index in the … pre-pandemic period; (ii) the importance of variables changes as MSCI emerging markets index, the volatility index …

Persistent link: https://www.econbiz.de/10012827508

US macroeconomic news effects around the US and European financial crises : evidence from Brazilian and Mexican equity indices

Hussain, Syed Mujahid; Ben Omrane, Walid; Al-Yahyaee, … - In: Global finance journal 46 (2020)

Persistent link: https://www.econbiz.de/10012503405