Macro-financial stability in the COVID-19 crisis: some reflections

T Adrian, FM Natalucci… - Annual Review of Financial …, 2023 - annualreviews.org
The global financial system showed remarkable resilience during the COVID-19 pandemic,
despite a sharp decline in economic activity and the initial financial market upheaval in …

Do institutional investors stabilize equity markets in crisis periods? Evidence from COVID-19

S Glossner, P Matos, S Ramelli… - Management …, 2025 - pubsonline.informs.org
During the COVID-19 stock market crash, US stocks with higher institutional ownership (IO)
performed worse than those with lower IO. By studying firm-level changes, we identify two …

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 …

Introduction to the ARFE Theme on Financial Economics and COVID-19

M Richardson - Annual Review of Financial Economics, 2023 - annualreviews.org
The COVID-19 pandemic has arguably been one of the worst global catastrophes over the
last several decades. A plethora of real-time research has been produced by the finance …

Structural Changes in the Impact of Covid-19 Pandemic on the Performance of Financial Markets. Stock Market by Using Least Squares WHTI Breaks

D Issam, A Okba, M AbdelRahim… - … , Institutions and Risks, 2024 - armgpublishing.com
The global outbreak of COVID-19 in 2020 became unprecedented and sent shockwaves
through financial markets worldwide. This study investigates the impact of the pandemic on …

[PDF][PDF] The value of value investors

M O'Hara, AC Rapp, XA Zhou - 2022 - aeaweb.org
We examine the role of insurance companies as value investors in the corporate bond
market. We show that during the COVID-19 liquidity crisis, insurers acted as “buyers of last …

Regulating Carry Trades: Evidence from Foreign Currency Borrowing of Corporations in India

VV Acharya, S Vij - Review of Economic Studies, 2024 - academic.oup.com
We establish that macroprudential controls limiting capital flows can curb risks arising from
foreign currency borrowing by corporates in emerging markets. Firm-level data show that …

Do spillovers between international economic policy uncertainty be time-varying and asymmetric?

B Chen, Y Jiang, D Zhou - … and Sustainability in Economics and Finance, 2025 - Elsevier
This study uses generalized impulse response, generalized variance decomposition, and
quantile VAR model to analyze the spillover effects of EPUs among the United States …

Measuring COVID-19

S Corbet, T Conlon - Available at SSRN 5012999, 2024 - papers.ssrn.com
An assortment of COVID-19 metrics were closely watched by media and the public during
the pandemic. The number of positive cases, hospitalisations, intensive case cases and …

COVID-19 and Equity Markets

S Corbet, T Conlon - Available at SSRN 5013013, 2024 - papers.ssrn.com
Global equity markets were severely impacted by the onset of the COVID-19 pandemic,
losing almost one-third of their value over a short period. This chapter examines the …