The recovery of global stock markets indices after impacts due to pandemics
The COVID-19 brings back the debate about the impact of disease outbreaks in economies
and financial markets. The error correction terms (ECT) and cointegration processing tools …
and financial markets. The error correction terms (ECT) and cointegration processing tools …
Stock market comovements: Evidence from the COVID-19 pandemic
C Zehri - The Journal of Economic Asymmetries, 2021 - Elsevier
The COVID-19 pandemic shock has harmed the US and East Asian stock markets. Focusing
on measuring the inherent correlation, this paper employs a GARCH-Copula CoVaR …
on measuring the inherent correlation, this paper employs a GARCH-Copula CoVaR …
How do sectoral Islamic equity markets react to geopolitical risk, economic policy uncertainty, and oil price shocks?
This study explores the impact of three major risk and uncertainty indices (Geopolitical Risk
(GPR), Economic Policy Uncertainty (EPU), and Oil Market Volatility (OVX)) on the Dow …
(GPR), Economic Policy Uncertainty (EPU), and Oil Market Volatility (OVX)) on the Dow …
Systemic risk, economic policy uncertainty and firm bankruptcies: Evidence from multivariate causal inference
M Stolbov, M Shchepeleva - Research in International Business and …, 2020 - Elsevier
The paper investigates causal relationships between systemic risk, economic policy
uncertainty and firm bankruptcies, conditional on global volatility proxied by the VIX index, in …
uncertainty and firm bankruptcies, conditional on global volatility proxied by the VIX index, in …
The asymmetric effect of COVID-19 government interventions on global stock markets: New evidence from QARDL and threshold regression approaches
M Abdullah, GM Wali Ullah… - Investment Analysts …, 2022 - journals.co.za
We examine the asymmetric effect of COVID-19 government interventions on global stock
markets using a sample of 61 countries over the period of January 2020 to December 2021 …
markets using a sample of 61 countries over the period of January 2020 to December 2021 …
Stock market volatility on ship** stock prices: GARCH models approach
SMM Ruslan, K Mokhtar - The Journal of Economic Asymmetries, 2021 - Elsevier
One of the most vital commodities is oil and its impact on the global economy is substantial
through numerous studies. This paper aims at examining the stock returns of three main …
through numerous studies. This paper aims at examining the stock returns of three main …
Who moves the stock market in an emerging country–Institutional or retail investors?
By analyzing the dynamic behavior of institutional and retail investors in the Indonesia Stock
Exchange using their completed transactions (comprising over 250 million observations) …
Exchange using their completed transactions (comprising over 250 million observations) …
Financial crisis and SME capital structure: Swedish empirical evidence
Financial crisis and SME capital structure: Swedish empirical evidence | Emerald Insight Books
and journals Case studies Expert Briefings Open Access Publish with us Advanced search …
and journals Case studies Expert Briefings Open Access Publish with us Advanced search …
Investigating the asymmetric effects of financial development on trade performance in Africa: Can digitalization, transport services, and regulatory quality drive the …
IL Ridwan, ARBS Senathirajah… - The Journal of Economic …, 2024 - Elsevier
One of the key goals of the United Nations Sustainable Goals focuses on nations pursuing
sustainable growth (SDG-2) and notable strands of studies have emphasized the …
sustainable growth (SDG-2) and notable strands of studies have emphasized the …
The yield spread's ability to forecast economic activity: What have we learned after 30 years of studies?
Forecasting economic activity has attracted a great deal of econometric work, while mixed
evidence has been found concerning the ability of the yield spread to forecast gross …
evidence has been found concerning the ability of the yield spread to forecast gross …