Causality between volatility and the weekly economic index during COVID-19: The predictive power of efficient markets and rational expectations-Reference-Cited by-同舟云学术

登录注册会员服务联系我们

Causality between volatility and the weekly economic index during COVID-19: The predictive power of efficient markets and rational expectations

Published:2023-10 Issue: Volume:89 Page:102792
ISSN:1057-5219
Container-title:International Review of Financial Analysis
language:en
Short-container-title:International Review of Financial Analysis

Author:

Cooray Arusha,Gangopadhyay Partha,Das Narasingha

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference49 articles.

1. The impact of COVID-19 on economic growth: Evidence from a Bayesian panel vector autoregressive (BPVAR) model;Apergis;Applied Economics,2021

2. The impact of covid-19 news, panic and media coverage on the oil and gold prices: An ARDL approach;Atri;Resources Policy,2021

3. The unprecedented Stock market reaction to COVID-19;Baker;The Review of Asset Pricing Studies,2020

4. The role of economic policy uncertainties in predicting stock returns and their volatility for Hong Kong, Malaysia and South Korea;Balcilar;International Review of Economics and Finance,2019

5. The VIX, the variance premium and stock market volatility;Bekaert;Journal of Econometrics,2014

Cited by 2 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. Covid-19 and market discipline: Evidence from the banking sector in emerging markets;International Review of Economics & Finance;2024-01

2. Earnings Announcements: Ex-Ante Risk Premia;SSRN Electronic Journal;2023

同舟云学术

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