Deepa Bannigidadmath,Paresh Kumar Narayan,Dinh Hoang Bach Phan et al.
Deepa Bannigidadmath et al.
The objective of this paper is to analyse how COVID-19 related government policies influenced stock markets. Of the 25 countries we consider, stock returns did not react to any of the three policies - the stimulus package, lockdown, and tra...
The impact of COVID-19 economic crisis on the speed of adjustment toward target leverage ratio: An international analysis [0.03%]
新冠疫情对经济的影响：国际杠杆比率调整速度分析
Thuy Anh Vo,Mieszko Mazur,An Thai
Thuy Anh Vo
This paper investigates changes in the speed of adjustment toward target leverage ratio under the impact of COVID-19 economic crisis. Using an international sample of publicly listed firms, we find that, on average, firms tend to adjust the...
Is cash the panacea of the COVID-19 pandemic: Evidence from corporate performance [0.03%]
现金是解决新冠疫情的方法吗？来自企业绩效的证据
Michael Zheng
Michael Zheng
This study investigates the impact of COVID-19 crisis on corporate investment and financing policies. Using a difference-in-difference approach, I find while firms suffer from a real negative shock from the pandemic on average, firms with a...
Higher-order comoment contagion among G20 equity markets during the COVID-19 pandemic [0.03%]
二十国集团股市在新冠疫情期间的高阶共矩传染性分析
Renée Fry-McKibbin,Matthew Greenwood-Nimmo,Cody Yu-Ling Hsiao et al.
Renée Fry-McKibbin et al.
We study the distribution of equity returns in the G20 equity markets to test for contagion following the first official report of a COVID-19 case in China in December 2019 and the subsequent announcement of a global pandemic in March 2020....
COVID-19 And the african financial markets : Less infection, less economic impact ? [0.03%]
新冠肺炎疫情与非洲金融市场：较低的感染率是否意味着较小的经济影响？
Gaye Del Lo,Théophile Basséne,Babacar Séne
Gaye Del Lo
Has the relatively low number of COVID-19 cases and deaths saved Africa from the disease's economic and financial consequences ? This article assesses the impact of the pandemic on the volatility of major African stock markets using a panel...
Yuntong Liu,Yu Wei,Qian Wang et al.
Yuntong Liu et al.
This paper examines the risk contagion among international stock markets during the COVID-19 pandemic by using the realized volatility information from sixteen major stock markets in the world. The empirical evidence based on the connectedn...
Cryptocurrency liquidity and volatility interrelationships during the COVID-19 pandemic [0.03%]
新冠肺炎疫情期间的加密货币流动性与波动率相互关系
Shaen Corbet,Yang Greg Hou,Yang Hu et al.
Shaen Corbet et al.
We examine the interactions between cryptocurrency price volatility and liquidity during the outbreak of the COVID-19 pandemic. Evidence suggests that these developing digital products have played a new role as a potential safe-haven during...
COVID-19 pandemic waves and global financial markets: Evidence from wavelet coherence analysis [0.03%]
基于小波相干分析的新冠疫情期间的疫情与全球金融市场的相互作用关系研究
Chiraz Karamti,Olfa Belhassine
Chiraz Karamti
This paper investigates the connectedness between the COVID-19 outbreak and major financial markets within a time-frequency framework. Wavelet coherency analysis unveils perceptual differences between the short-term and longer-term markets'...
Impact of global health crisis and oil price shocks on stock markets in the GCC [0.03%]
全球卫生危机和石油价格冲击对海湾合作委员会股票市场的影响
Hisham Al Refai,Rami Zeitun,Mohamed Abdel-Aziz Eissa
Hisham Al Refai
This study examines the impact of global COVID-19 cases and oil price shocks on the stock markets in the GCC. Using the Kalman filter to generate the unexpected oil price shocks, we find that, with the exception of Oman, the GCC markets res...
Sectoral connectedness: New evidence from US stock market during COVID-19 pandemics [0.03%]
新冠疫情下的美国股市各行业关联性分析
Antonio Costa,Paulo Matos,Cristiano da Silva
Antonio Costa
We examine volatility connectedness of 11 sectoral indices in the US using daily data from January 01, 2013 to December 31, 2020. We employ the connectedness measures of Diebold and Yilmaz (2009, 2012, 2014), unveiling changes in sectoral c...