What makes firms vulnerable to the Russia–Ukraine crisis?
What makes firms vulnerable to the Russia–Ukraine crisis? | Emerald Insight Books and
journals Case studies Expert Briefings Open Access Publish with us Advanced search What …
journals Case studies Expert Briefings Open Access Publish with us Advanced search What …
Are the European Union stock markets vulnerable to the Russia–Ukraine war?
This study examines the market reaction to the 2022 Russian invasion of Ukraine on the
leading European Union stock market indices employing the event study method, cross …
leading European Union stock market indices employing the event study method, cross …
How do stock price indices absorb the COVID-19 pandemic shocks?
To assess the resiliency of stock price indices during the COVID-19 crisis, this study
provides a distinctive perspective; that is, we evaluate the ability of stock price indices to …
provides a distinctive perspective; that is, we evaluate the ability of stock price indices to …
[HTML][HTML] Dynamic volatility spillovers between industries in the US stock market: Evidence from the COVID-19 pandemic and Black Monday
SY Choi - The North American Journal of Economics and Finance, 2022 - Elsevier
We examine the volatility spillovers among various industries during the COVID-19
pandemic period. We measure volatility spillovers by defining the volatility of each sector in …
pandemic period. We measure volatility spillovers by defining the volatility of each sector in …
Pandemic or panic? A firm-level study on the psychological and industrial impacts of COVID-19 on the Chinese stock market
Q Wang, L Liu - Financial Innovation, 2022 - Springer
This study presents a thorough investigation of the relationship between the coronavirus
disease 2019 (COVID-19) and daily stock price changes. We use several types of COVID-19 …
disease 2019 (COVID-19) and daily stock price changes. We use several types of COVID-19 …
The impact of COVID-19 on the tourism and hospitality Industry: Evidence from international stock markets
Y Liu, X Cheng, SS Liao, F Yang - The North American Journal of …, 2023 - Elsevier
COVID-19 seriously affects the tourism and hospitality industry. In this study, we investigate
the behavior of 40 tourism and hospitality stock market indices worldwide from two …
the behavior of 40 tourism and hospitality stock market indices worldwide from two …
COVID-19 and risk spillovers of China's major financial markets: Evidence from time-varying variance decomposition and wavelet coherence analysis
COVID-19 has influenced financial markets drastically; however, this influence has received
little attention, particularly in China. This study investigates risk spillovers across China's …
little attention, particularly in China. This study investigates risk spillovers across China's …
Do world stock markets “jump” together? A measure of high-frequency volatility risk spillover networks
D Zhou, X Liu - Journal of International Financial Markets, Institutions …, 2023 - Elsevier
We provide a systematic framework for studying high-frequency risk connectedness among
world stock markets. Our framework, based on high-frequency realized volatility …
world stock markets. Our framework, based on high-frequency realized volatility …
Spillovers and connectedness between Chinese and ASEAN stock markets during bearish and bullish market statuses
Purpose This study aims to examine the tail connectedness between the Chinese and
Association of Southeast Asian Nations (ASEAN) stock markets. More specifically, the …
Association of Southeast Asian Nations (ASEAN) stock markets. More specifically, the …
COVID-19 vaccinations and risk spillovers: Evidence from Asia-Pacific stock markets
Y Li, Y Shi, Y Shi, S Yi, W Zhang - Pacific-Basin Finance Journal, 2023 - Elsevier
This study investigates the impact of COVID-19 vaccinations on volatility (risk) spillovers
among major Asia-Pacific stock markets. Utilizing both mean-based and quantile-based …
among major Asia-Pacific stock markets. Utilizing both mean-based and quantile-based …