Kanokrak Jitsawatpaiboon,Xinfeng Ruan
Kanokrak Jitsawatpaiboon
We use the implied volatility slope measures derived from US stock options to examine the impact of COVID-19 risk on the options market. The severity of COVID-19 is measured by the number of new confirmed cases. We find that equity options ...
A blessing in disguise-The effect of China's Covid-19 health code system on older people's mobile payment usage [0.03%]
因祸得福——新冠肺炎健康码系统对老年人移动支付使用的影响分析
Jialiang Zhu,Yun Liu,Ying Fang
Jialiang Zhu
In early 2020, China launched a health code system to combat the spread of Covid-19. The required health code led to a drastic uptake of smartphone usage among older residents. This paper uses rich commercial data from the Zhejiang Province...
How does non-interest income affect bank credit risk? Evidence before and during the COVID-19 pandemic [0.03%]
非利息收入如何影响银行信贷风险？基于新冠肺炎疫情前后的证据
Asad Mehmood,Francesco De Luca
Asad Mehmood
This paper considers the COVID-19 pandemic's role and investigates the impact of non-interest income on bank credit risk. Specifically, it performs a comparative analysis between before and during the pandemic periods. The data of listed ba...
COVID-19 Government restriction policy, COVID-19 vaccination and stock markets: Evidence from a global perspective [0.03%]
新冠疫情政府限制政策、新冠疫苗与股票市场：全球视角的证据
Xiaoling Yu,Kaitian Xiao
Xiaoling Yu
We use the COVID-19 stringency index to investigate the relationship among COVID-19 government restriction policy, COVID-19 vaccination and stock markets. We find that the impact of the change rate of COVID-19 stringency index on stock retu...
Covid-19 vaccines and investment performance: Evidence from equity funds in European Union [0.03%]
新冠疫苗与投资表现：来自欧盟股权基金的证据
Nawazish Mirza,Muhammad Umar,Jasmina Mangafic
Nawazish Mirza
In this paper, we analyze the impact of the marketing authorization of EMA-approved vaccines on the returns of equity funds in the EU. Using the event study methodology, we report that the introduction of all vaccines had a positive impact ...
Time-frequency volatility transmission among energy commodities and financial markets during the COVID-19 pandemic: A Novel TVP-VAR frequency connectedness approach [0.03%]
COVID-19大流行期间能源商品和金融市场之间的时频波动传递：一种新型的TVP-VAR频率相关性方法
Jionghao Huang,Baifan Chen,Yushi Xu et al.
Jionghao Huang et al.
This paper investigates the dynamic volatility spillover among energy commodities and financial markets in pre-and mid-COVID-19 periods by utilizing a novel TVP-VAR frequency connectedness approach and the QMLE-based realized volatility dat...
How reactive is investment in US green bonds and ESG-eligible stocks in times of crisis? Exploring the COVID-19 crisis [0.03%]
危机时期美国绿色债券和符合ESG标准的股票的投资反应如何？以COVID-19危机为例探究这一问题
Javier Perote,José D Vicente-Lorente,Jose Angel Zuñiga-Vicente
Javier Perote
This study examines how green bonds and environmental, social and governance (ESG) stock market returns have reacted to the COVID-19 crisis in the US. Unlike the Standard and Poor's (S&P) 500 index, the response of green bonds and ESG marke...
Regulatory capital and bank risk-resilience amid the Covid-19 pandemic: How are the Basel reforms faring? [0.03%]
新冠疫情中的监管资本和银行风险管理：巴塞尔协议改革进展如何？
Makafui Anani,Felix Owusu
Makafui Anani
In this paper, we address a long-standing policy question of whether higher levels of regulatory capital, ex-ante, makes banks risk-resilient in times of severe economic downturns. Using the Covid-19 crisis as an exogenous shock to the bank...
The trilemma of expansionary monetary policy in the Euro area during the COVID-19 crisis [0.03%]
疫情期间欧元区扩张性货币政策面临的三元困境
Sebastian Lang,Wolfgang Schadner
Sebastian Lang
The economic crisis spurred by the Corona virus (COVID-19) confronts central banks worldwide with new kinds of challenges, as in many countries a stop in production and sales due to lock downs meets enormous fiscal and monetary impulses to ...
Does responsible investing pay during economic downturns: Evidence from the COVID-19 pandemic [0.03%]
负责任投资能否在经济衰退期间获得回报——来自新冠疫情大流行的证据
Akihiro Omura,Eduardo Roca,Miwa Nakai
Akihiro Omura
We investigate the performance of SRI/ESG investments against conventional investments during the COVID-19 pandemic. Although previous studies have examined the performance of SRI during financial crises, little is known about their perform...