Bruno S Sergi,Maretno Agus Harjoto,Fabrizio Rossi et al.
Bruno S Sergi et al.
This study examines the impact of the change in the Barro Misery Index (BMI) and the novel coronavirus (COVID-19) cases and deaths on the stock markets' returns and volatility. Based on a sample of 76 different countries, we find that an in...
Reactions of euro area government yields to Covid-19 related policy measure announcements by the European Commission and the European Central Bank [0.03%]
欧盟委员会和欧洲中央银行宣布与新冠肺炎相关的政策措施对欧元区国债收益率的影响反应
Ralf Fendel,Frederik Neugebauer,Lilli Zimmermann
Ralf Fendel
This paper evaluates the impact of announcements of Covid-19 related monetary and fiscal policy measures by the European Central Bank and the European Commission. Applying an event study, we find that the announcements predominantly affect ...
Kevin Krieger,Nathan Mauck,Stephen W Pruitt
Kevin Krieger
This paper examines the impact of the COVID-19 pandemic on the dividend payouts of publicly traded firms in the U.S. Out of nearly 1,400 dividend paying firms, 213 cut dividends and 93 omitted dividends entirely in the second quarter of 202...
Silvio Contessi,Pierangelo De Pace
Silvio Contessi
We identify periods of mildly explosive dynamics and collapses in the stock markets of 18 major countries during the first wave of the COVID-19 pandemic of 2020. We find statistical evidence of instability transmission from the Chinese stoc...
COVID-19 and financial market efficiency: Evidence from an entropy-based analysis [0.03%]
Covid-19与金融市场效率：基于熵分析的证据
Jingjing Wang,Xiaoyang Wang
Jingjing Wang
This study assesses the market efficiency of S&P 500 Index, gold, Bitcoin and US Dollar Index during the extreme event of COVID-19 pandemic. Market efficiency is estimated by a multiscale entropy-based method for the scales of hourly and 1 ...
COVID-19 and the cost of bond debt: The role of corporate diversification [0.03%]
COVID-19与债券债务成本：公司多元化的作用
Khadija S Almaghrabi
Khadija S Almaghrabi
We examine whether diversification is valuable in reducing the cost of debt for COVID-19-exposed firms. We find that although the pandemic has increased firms' borrowing costs, both business and geographic diversifications reduce bond yield...
Timing differences in the impact of Covid-19 on price volatility between assets [0.03%]
新冠疫情对不同资产价格波动影响的时序差异研究
Takashi Kanamura
Takashi Kanamura
We empirically examine the impacts of Covid-19 on asset price volatilities by focusing on the timing. This paper has three contributions. First, we propose a new Covid-19 dependent regime-switching volatility model for the examination. Seco...
Matthias Scherf,Xenia Matschke,Marc Oliver Rieger
Matthias Scherf
The COVID-19 pandemic has caused dramatic changes in the way people around the globe live, and has had a profound negative impact on the global economy. Much of this negative impact did not result from the disease itself, but from the lockd...
Kim Tien Ly
Kim Tien Ly
This article proposes an Adaptive Neuro-Fuzzy Inference System (ANFIS) to forecast the number of COVID-19 cases in the United Kingdom. With the combination of artificial neural network and fuzzy logic structure, the model is trained based o...
Yuting Fu,Hanqing Jin,Haitao Xiang et al.
Yuting Fu et al.
As the COVID-19 spreads across the world, many nations impose lockdown measures at the early stage of the pandemic to prevent the spread of the disease. Controversy surrounds the lockdown as it is a choice between economic freedom and publi...