Market reactions to the arrival and containment of COVID-19: An event study

KJ Heyden, T Heyden - Finance research letters, 2021 - Elsevier
We study the short-term market reactions of US and European stocks during the beginning
of the COVID-19 pandemic. Employing an event study, we document that stocks react …

[HTML][HTML] The stock market is not the economy? Insights from the COVID-19 crisis

G Capelle-Blancard, A Desroziers - 2020 - europepmc.org
During the COVID-19 pandemic, while the world economy suffered the worst crisis since the
Great Depression, the response of stock markets has raised concerns. Several economists …

How stock markets reacted to COVID-19? Evidence from 25 countries

D Bannigidadmath, PK Narayan, DHB Phan… - Finance Research …, 2022 - Elsevier
The objective of this paper is to analyse how COVID-19 related government policies
influenced stock markets. Of the 25 countries we consider, stock returns did not react to any …

[HTML][HTML] Eventos informativos sobre COVID-19 y su efecto en índices bursátiles. Una revisión de la evidencia empírica

G Reimer, A Briozzo, G Capobianco - Estudios Gerenciales, 2023 - scielo.org.co
Este artículo sistematizó los estudios empíricos sobre efectos, de distintos eventos
relacionados con la pandemia por COVID-19, en índices bursátiles. Se identificaron dos …

[HTML][HTML] Stock market response to COVID-19 pandemic: A comparative evidence from two emerging markets

JE Tetteh, A Amoah, K Ofori-Boateng, G Hughes - Scientific African, 2022 - Elsevier
This paper presents the first comparative study of emerging stock markets' response to the
COVID-19 pandemic with evidence from Ghana and Botswana. Using daily time-series data …

Euro area sovereign bond risk premia during the Covid-19 pandemic

S Corradin, N Grimm, B Schwaab - 2021 - papers.ssrn.com
We decompose euro area sovereign bond yields into five distinct components: i) expected
future short-term risk-free rates and a term premium, ii) default risk premium, iii) …

Capital market response to covid-19 pandemic–a systematic review on stock volatility and performance

JB Hamal, RR Gautam - Marsyangdi Journal, 2021 - nepjol.info
This paper aims to identify the impact of the COVID-19 pandemic on stock market volatility
and market return as well as the impact of government response to the COVID-19 pandemic …

Reactions of euro area government yields to Covid-19 related policy measure announcements by the European Commission and the European Central Bank

R Fendel, F Neugebauer, L Zimmermann - Finance Research Letters, 2021 - Elsevier
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 …

COVID-induced sovereign risk in the euro area: When did the ECB stop the spread?

A Ortmans, F Tripier - European Economic Review, 2021 - Elsevier
This paper studies how the announcement of the ECB's monetary policies stopped the
spread of the COVID-19 pandemic to the European sovereign debt market. We show that up …

How to calm down the markets? The effects of COVID-19 economic policy responses on financial market uncertainty

O Deev, T Plíhal - Research in international business and finance, 2022 - Elsevier
Financial markets during the COVID-19 pandemic are characterized by a prolonged period
of increased uncertainty. In this paper, we analyse how the announcements of policy …