Impacts of COVID-19 on global stock sectors: Evidence from time-varying connectedness and asymmetric nexus analysis
Z Dong, Y Li, X Zhuang, J Wang - The North American Journal of …, 2022 - Elsevier
In this paper, we analyze the impact of the COVID-19 crisis on global stock sectors from two
perspectives. First, to measure the effect of the COVID-19 on the volatility connectedness …
perspectives. First, to measure the effect of the COVID-19 on the volatility connectedness …
Connectedness between the COVID-19 related media coverage and Islamic equities: The role of economic policy uncertainty
This paper examines the static and dynamic return and volatility connectedness among
Islamic equity indices and a Coronavirus coverage index over the ongoing COVID-19 …
Islamic equity indices and a Coronavirus coverage index over the ongoing COVID-19 …
[HTML][HTML] Covid-19 pandemic, asset prices, risks, and their convergence: A survey of Islamic and G7 stock market, and alternative assets
Abstract The coronavirus (Covid-19) pandemic created a shock not only for the health-care
industry but also the global economy and finances. The pandemic also caused an increase …
industry but also the global economy and finances. The pandemic also caused an increase …
Effects of the COVID-19 pandemic on the US stock market and uncertainty: A comparative assessment between the first and second waves
This paper makes the first comparative assessment of the impacts of the first and second
waves of the ongoing COVID-19 pandemic for the US stock market and its uncertainty. To …
waves of the ongoing COVID-19 pandemic for the US stock market and its uncertainty. To …
Impact of COVID-19 on global stock market volatility
TA Kusumahadi, FC Permana - Journal of Economic Integration, 2021 - JSTOR
This study aims to examine the impact of COVID-19 on stock return volatility in 15 countries
worldwide. Using daily data from January 2019 to June 2020, we find that changes in …
worldwide. Using daily data from January 2019 to June 2020, we find that changes in …
COVID-19 and asymmetric volatility spillovers across global stock markets
W Li - The North American Journal of Economics and Finance, 2021 - Elsevier
In this study, I improve the assessment of asymmetry in volatility spillovers, and define six
asymmetric spillover indexes. Employing Diebold-Yilmaz spillover index, network analysis …
asymmetric spillover indexes. Employing Diebold-Yilmaz spillover index, network analysis …
Dependence dynamics of Islamic and conventional equity sectors: What do we learn from the decoupling hypothesis and COVID-19 pandemic?
SJH Shahzad, N Naifar - The North American Journal of Economics and …, 2022 - Elsevier
The recent COVID-19 pandemic intensification generates a different set of challenges for
global financial markets and portfolio management strategies. This paper uses network …
global financial markets and portfolio management strategies. This paper uses network …
COVID-19, government response, and market volatility: Evidence from the Asia-Pacific developed and developing markets
This study examines the relationship between COVID-19, government response measures,
and stock market volatilities for 11 developed and developing economies within the Asia …
and stock market volatilities for 11 developed and developing economies within the Asia …
Impact of Covid-19 on Islamic stock markets: an investigation using threshold volatility and event study models
The Covid-19 is an unexpected event in the world history with substantial socioeconomic
impact on the global economy. The global financial market was also badly affected as …
impact on the global economy. The global financial market was also badly affected as …
Emerging and advanced economies markets behaviour during the COVID‐19 crisis era
This article examines the consequences of the COVID‐19 crisis on the interdependencies
between emerging and advanced economies. Using daily market index data from 22 …
between emerging and advanced economies. Using daily market index data from 22 …