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Exchange rate changes and stock returns in China : a Markov switching SVAR approach

Cuestas, Juan Carlos; Tang, Bo - 2015

Persistent link: https://www.econbiz.de/10011414251

Investigation of the linkage among China's macroeconomy, stock market and real estate market

Guo, Jianhua; Huidian, Long - In: International journal of finance & banking studies : JJFBS 2 (2013) 2, pp. 1-7

Persistent link: https://www.econbiz.de/10011283399

COVID-19 pandemic and Romanian stock market volatility : a GARCH approach

Gherghina, Ștefan Cristian; Armeanu, Daniel Ștefan; … - In: Journal of risk and financial management : JRFM 14 (2021) 8, pp. 1-29

This paper investigates the volatility of daily returns on the Romanian stock market between January 2020 and April 2021. Volatility is analyzed by means of the representative index for Bucharest Stock Exchange (BSE), namely, the Bucharest Exchange Trading (BET) index, along with twelve...

Persistent link: https://www.econbiz.de/10012626337

Media sentiment and short stocks performance during a systemic crisis

Umar, Zaghum; Adekoya, Oluwasegun B.; Oliyide, Johnson A.; … - In: International review of financial analysis 78 (2021), pp. 1-19

Persistent link: https://www.econbiz.de/10013252754

Is there a shift contagion among stock markets during the COVID-19 crisis? : further insights from TYDL causality test

Amar, Amine Ben; Hachicha, Néjib; Halouani, Nihel - In: International review of applied economics 35 (2021) 2, pp. 188-209

Persistent link: https://www.econbiz.de/10012485124

Time scales based analysis of the effects of COVID-19 related economic support on the stock markets in emerging markets

Kamişli, Melik; Özer, Mustafa; Sayilir, Özlem; … - In: Journal of central banking theory and practice 12 (2023) 3, pp. 41-60

-term, except in China. Second, the results of the causality tests vary across countries based onthe different time scales. Some …

Persistent link: https://www.econbiz.de/10014566379

Has the COVID-19 pandemic shock transmitted to the U.S. stock market : evidence using bootstrap (a)symmetric fourier granger causality test in quantiles

Peng, Yi-Ting; Chang, Tsangyao; Ranjbar, Omid; Xiang, Feiyun - In: The North American journal of economics and finance : a … 72 (2024), pp. 1-14

Persistent link: https://www.econbiz.de/10014534846

Dynamic causality interplay from COVID-19 pandemic to oil price, stock market, and economic policy uncertainty : evidence from oil-importing and oil-exporting countries

Khalfaoui, Rabeh; Solarin Sakiru Adebola; Al-Qadasi, … - In: Financial modeling and risk management of energy and …, (pp. 105-143). 2022

Persistent link: https://www.econbiz.de/10013349930

COVID-19, stock market and sectoral contagion in US : a time-frequency analysis

Matos, Paulo; Costa, Antonio; Silva, Cristiano da Costa da - In: Research in international business and finance 57 (2021), pp. 1-13

Persistent link: https://www.econbiz.de/10013332941

It's COVID-19 chaos! : is the temporary restriction on short selling in Thailand effective?

Likitapiwat, Tanakorn; Sirimon Treepongkaruna - In: Cogent economics & finance 10 (2022) 1, pp. 1-23

This paper evaluates the effectiveness of the COVID-19 temporarily led restriction on short selling by the Stock Exchange of Thailand (SET). We investigate the causal effect of short selling restriction on return, volatility and market quality from 2 September 2019 to 30 September 2020....

Persistent link: https://www.econbiz.de/10013413506