The risk transmission of COVID-19 in the US stock market
Author:
Affiliation:
1. Department of Finance, Brooklyn College, City University of New York, Brooklyn, New York, USA
2. Department of Economics and Finance, University of North Dakota, Grand Forks, North Dakota, USA
Publisher
Informa UK Limited
Subject
Economics and Econometrics
Link
https://www.tandfonline.com/doi/pdf/10.1080/00036846.2020.1854668
Reference21 articles.
1. Al-Awadhi, Abdullah M., K. Al-Saifi, A. Al-Awadhi, and S. Alhamadi.2020. “Death and contagious infectious diseases: Impact of the COVID-19 virus on stock market returns.” Journal of Behavioral and Experimental Finance 100326.
2. Albuquerque, R. A., Y. Koskinen, S. Yang, and C. Zhang. 2020. “Love in the Time of Covid-19: The Resiliency of Environmental and Social Stocks.” CEPR Discussion Papers 14461, C.E.P.R Discussion Papers.
3. Aggregate and Firm-Level Stock Returns During Pandemics, in Real Time
4. Should Macroeconomic Forecasters Use Daily Financial Data and How?
5. Stock markets’ reaction to COVID-19: Cases or fatalities?
Cited by 37 articles. 订阅此论文施引文献 订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献
1. Has the COVID-19 pandemic shock transmitted to the u.s. stock market: Evidence using bootstrap (A)symmetric fourier granger causality test in quantiles;The North American Journal of Economics and Finance;2024-05
2. Do stress and overstatement in the news affect the stock market? Evidence from COVID-19 news in The Wall Street Journal;International Review of Financial Analysis;2024-05
3. Features of different asset types and extreme risk transmission during the COVID-19 crisis;Financial Innovation;2024-02-17
4. More different than alike: cross-sector volatility spillovers in Chinese stock sectors during COVID-19 pandemic;Applied Economics;2024-01-29
5. Interconnectedness dynamic spillover among US, Russian, and Ukrainian equity indices during the COVID-19 pandemic and the Russian–Ukrainian war;Heliyon;2023-12
1.学者识别学者识别
2.学术分析学术分析
3.人才评估人才评估
"同舟云学术"是以全球学者为主线，采集、加工和组织学术论文而形成的新型学术文献查询和分析系统，可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容，当前同舟云学术共收录了国内外主流学术期刊6万余种，收集的期刊论文及会议论文总量共计约1.5亿篇，并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询！咨询电话：010-8811{复制后删除}0370
www.globalauthorid.com
TOP
Copyright © 2019-2024 北京同舟云网络信息技术有限公司 京公网安备11010802033243号 京ICP备18003416号-3