Political uncertainty, COVID-19 pandemic and stock market volatility transmission
Author:
Publisher
Elsevier BV
Subject
Economics and Econometrics,Finance
Reference68 articles.
1. COVID-19 and the United States financial markets’ volatility;Albulescu;Finance Res. Lett.,2020
2. Lead-lag relationship between spot and futures stock indexes: intraday data and regime-switching models;Alemany;Int. Rev. Econ. Finance,2020
3. Volatility spillover and multivariate volatility impulse response analysis of GFC news events;Allen;Appl. Econ.,2017
4. Empirical investigation of stock index futures market efficiency: the case of the Athens Derivatives Exchange;Andreou;Eur. J. Finance,2008
5. Dynamic co-movements of stock market returns, implied volatility and policy uncertainty;Antonakakis;Econ. Lett.,2013
Cited by 30 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. Bitcoin price volatility transmission between spot and futures markets;International Review of Financial Analysis;2024-07
2. Quantile-based extended joint connectedness between trade policy uncertainty and GCC Islamic stock sectoral volatility;Borsa Istanbul Review;2024-07
3. Clustering asset markets based on volatility connectedness to political news;Journal of International Financial Markets, Institutions and Money;2024-06
4. Global financial risk and market connectedness: An empirical analysis of COVOL and major financial markets;International Review of Financial Analysis;2024-05
5. International evidence on global economic uncertainty and cross‐sectional stock returns;International Review of Finance;2024-03-29
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