The impact of COVID-19 news, panic and media coverage on the oil and gold prices: An ARDL approach
This study investigates whether COVID-19 news, panic and media coverage affect oil and
gold prices. Using the ARDL approach over the period January 23, 2020 to June 23, 2020 …
gold prices. Using the ARDL approach over the period January 23, 2020 to June 23, 2020 …
The source of financial contagion and spillovers: An evaluation of the covid-19 pandemic and the global financial crisis
This study investigates the reaction of stock markets to the Covid-19 pandemic and the
Global Financial Crisis of 2008 (GFC) and compares their influence in terms of risk …
Global Financial Crisis of 2008 (GFC) and compares their influence in terms of risk …
The international REIT's time-varying response to the US monetary policy and macroeconomic surprises
International real estate markets and the ever increasing role of the US economic and policy
developments have played a central role both in international portfolio management as well …
developments have played a central role both in international portfolio management as well …
[HTML][HTML] Financial integration in emerging market economies: Effects on volatility transmission and contagion
AB Rejeb, A Boughrara - Borsa Istanbul Review, 2015 - Elsevier
The purpose of this paper is to examine the volatility relationship that exists between
emerging and developed markets in normal times and in times of financial crises. The Vector …
emerging and developed markets in normal times and in times of financial crises. The Vector …
Intraday effect of news on emerging European forex markets: An event study analysis
E Kočenda, M Moravcová - Economic Systems, 2018 - Elsevier
We analyze the impact of euro zone/German and US macroeconomic news announcements
and the communication of the monetary policy settings of the ECB and the Fed on the forex …
and the communication of the monetary policy settings of the ECB and the Fed on the forex …
Coherence, connectedness and dynamic hedging effectiveness between emerging markets equities and commodity index funds
In this paper, we examine the hedging performance of two emerging markets equities
indices represented by Morgan Stanley Capital International (MSCI)-Emerging Market (EM) …
indices represented by Morgan Stanley Capital International (MSCI)-Emerging Market (EM) …
Macro news and commodity returns
GM Caporale, F Spagnolo… - International Journal of …, 2017 - Wiley Online Library
This paper adopts a vector autoregression‐generalized autoregressive conditional
heteroscedasticity approach to model the dynamic linkages between both mean and …
heteroscedasticity approach to model the dynamic linkages between both mean and …
What can we learn about the market reaction to macroeconomic surprise? Evidence from the COVID-19 crisis
H Bouzgarrou, Z Ftiti, W Louhichi, M Yousfi - Research in International …, 2023 - Elsevier
We investigate the impact of macroeconomic surprise and uncertainty on G7 financial
markets around COVID-19 pandemic using two real-time, real-activity indexes recently …
markets around COVID-19 pandemic using two real-time, real-activity indexes recently …
Does US news impact Asian emerging markets? Evidence from nonparametric causality-in-quantiles test
This paper aims to analyze whether US news on inflation and unemployment causes returns
and volatility of seven emerging Asian stock markets from 1994 to 2014, by employing the …
and volatility of seven emerging Asian stock markets from 1994 to 2014, by employing the …
Examining the asymmetric impact of macroeconomic policy in the UAE: Evidence from quartile impulse responses and machine learning
E Polyzos - The Journal of Economic Asymmetries, 2022 - Elsevier
The current paper examines the asymmetric effects of changes to monetary and fiscal
variables on different types of firms in the UAE. We compute impulse responses based on …
variables on different types of firms in the UAE. We compute impulse responses based on …