Yingying Xu,Donald Lien
Yingying Xu
The COVID-19 has caused dramatic fluctuations in international financial markets. This paper tests the effect of this pandemic on foreign exchange dependences within the BRICS economies. Upon dividing the COVID-19 episode into four stages, ...
The COVID-19 pandemic haunting the transmission of the quantitative easing to the exchange rate [0.03%]
新冠疫情对量化宽松传至汇率效应的影响分析——基于分层向量自回归模型的经验证据
Donia Aloui
Donia Aloui
The sudden spread of the COVID-19 pandemic disturbed the entire macroeconomic system and overturned the expectations of financial market participants and decision-makers. Using a TVP-BVAR-SV model, I investigate the transmission of the quan...
Brenda Castillo,Ángel León,Trino-Manuel Ñíguez
Brenda Castillo
We analyze the impact of the COVID-19 pandemic on the conditional variance of stock returns. We look at this effect from a global perspective, so we employ series of major stock market and sector indices. We use the Hansen's Skewed-t distri...
International spillover of central bank swap lines - Evidence from the COVID-19 experience of Korea [0.03%]
央行流动性互换的国际溢出效应——来自韩国新冠疫情期间的经验证据
Youngjin Yun
Youngjin Yun
Dollar funding cost rose significantly worldwide during the early stage of the COVID-19 pandemic. Against the dollar shortage, the Fed provided liquidity to 14 other central banks through central bank swap lines. I find significant liquidit...
Corporate environmental governance scheme and investment efficiency over the course of COVID-19 [0.03%]
新冠疫情时期的公司环境治理机制与投资效率关系研究
Haiyue Liu,Jie Jiang,Rui Xue et al.
Haiyue Liu et al.
Taking the COVID-19 outbreak as the exogenous shock, we use quarterly reports of Chinese listed firms to examine whether enhanced environmental governance scheme improves corporate investment efficiency over the course of COVID-19. The resu...
Firm performance during the Covid-19 crisis: Does managerial ability matter? [0.03%]
新冠疫情下的公司业绩：管理层水平起作用了吗？
Sonal Kumar,Leila Zbib
Sonal Kumar
Challenged by the Covid-19 crisis, CEOs must rethink about how to operate and exist in the new working environment. We examine if managerial ability of the CEO impacts firm performance during the crisis period. We find a positive and signif...
Chenglu Jin,Xingyu Lu,Yihan Zhang
Chenglu Jin
The Coronavirus (COVID-19) pandemic is disrupting the world. Employing an event study, we find cross-country evidence that stock markets all significantly react to COVID-19, but with different speeds, strengths and directions. Moreover, rea...
Testing the safe-haven properties of gold and bitcoin in the backdrop of COVID-19: A wavelet quantile correlation approach [0.03%]
COVID-19背景下利用波浪多重定量法测试黄金和比特币的避风港属性
Anoop S Kumar,Steven Raj Padakandla
Anoop S Kumar
We test the suitability of Gold and Bitcoin as safe-haven instruments in the backdrop of the Covid-19 related equity market meltdown by implementing the newly proposed Wavelet Quantile Correlation. We employ daily returns of Bitcoin, Gold, ...
Corporate social responsibility budgeting and spending during COVID-19 in Oman: A humanitarian response to the pandemic [0.03%]
新冠肺炎时期的新冠疫情： Oman企业社会责任预算与支出的人道主义回应
Saeed Rabea Baatwah,Adel Ali Al-Qadasi,Amer Mohammed Al-Shehri et al.
Saeed Rabea Baatwah et al.
COVID-19 is causing economic panic among people, governments, and businesses, requiring greater corporate social responsibility (CSR). Using a sample of Omani-listed firms, this study shows that CSR budgeting and spending have increased con...
COVID-19 crisis, voters' drivers, and financial markets consequences on US presidential election and global economy [0.03%]
新冠疫情、选民心态及美国大选对全球经济的冲击
Ionuț Daniel Pop
Ionuț Daniel Pop
The paper examines the United States 2020 presidential election drivers and effects, under the uncertainty caused by COVID-19. By considering news-based, financial markets, and coronavirus specific inputs in panel data framework, the result...