The only certainty is uncertainty: An analysis of the impact of COVID-19 uncertainty on regional stock markets
Uncertainty surrounding COVID-19 is widespread. We investigate the timing and quantify
the impact of COVID-19 related uncertainty on returns and volatility for regional market …
the impact of COVID-19 related uncertainty on returns and volatility for regional market …
Flight-to-quality between global stock and bond markets in the COVID era
We investigate the impact of the recent COVID-19 pandemic on the time-varying correlation
between stock and bond returns. Using daily data on bond and stock returns for ten …
between stock and bond returns. Using daily data on bond and stock returns for ten …
Future directions in international financial integration research-A crowdsourced perspective
This paper is the result of a crowdsourced effort to surface perspectives on the present and
future direction of international finance. The authors are researchers in financial economics …
future direction of international finance. The authors are researchers in financial economics …
The impact and role of COVID-19 uncertainty: A global industry analysis
Abstract The novel 2019 coronavirus (COVID-19) has resulted in uncertainty that permeates
every aspect of life and business. In this study we undertake a comprehensive analysis of …
every aspect of life and business. In this study we undertake a comprehensive analysis of …
[HTML][HTML] Assessing interdependence and contagion effects on the bond yield and stock returns nexus in Sub-Saharan Africa: evidence from wavelet analysis
We examine the time-and frequency-dependent co-movements between stock and
government bond yield returns for four major markets in sub-Saharan Africa. We employ the …
government bond yield returns for four major markets in sub-Saharan Africa. We employ the …
Which COVID-19 information really impacts stock markets?
Abstract Information about the COVID-19 pandemic abounds, but which COVID-19 data
actually impacts stock prices? We investigate which measures of COVID-19 matter most by …
actually impacts stock prices? We investigate which measures of COVID-19 matter most by …
You sneeze, and the markets are paranoid: the fear, uncertainty and distress sentiments impact of the COVID-19 pandemic on the stock–bond correlation
AK Banerjee - The journal of risk finance, 2022 - emerald.com
Purpose This paper investigates the influence of three different sentiment indicators on the
time-varying stock–bond correlation of 15 countries during the global crisis period of the …
time-varying stock–bond correlation of 15 countries during the global crisis period of the …
[HTML][HTML] Exploring the nexus between ESG risk variations and investment preferences: Insights from sustainable ETFs during the COVID-19 era
This study analyzes the impact of Environmental, Social, and Governance (ESG) risk metrics
on the financial performance of ETFs in the US and Europe from January 2020 to December …
on the financial performance of ETFs in the US and Europe from January 2020 to December …
Asymmetric and dynamic links in GCC Sukuk-stocks: Implications for portfolio management before and during the COVID-19 pandemic
This paper investigates the asymmetric and dynamic links between Sukuk and Islamic-
conventional stocks for the GCC countries. It uses the VARMA-AGARCH modelling …
conventional stocks for the GCC countries. It uses the VARMA-AGARCH modelling …
The nexus between clean energy market risk and US business environment: evidence from wavelet coherence and variance analysis
Given the critical role of the clean energy market in the global economy and environmental
sustainability, this paper investigates the impact of the US Business Conditions Index (ADS) …
sustainability, this paper investigates the impact of the US Business Conditions Index (ADS) …