Cargando…

Assessing Financial Risk Spillover and Panic Impact of Covid-19 on European and Vietnam Stock market

This study examined the influence of tail risks on global financial markets, which aids in better understanding of the emergence of COVID-19. This study looks at the global and Vietnamese stock markets impacted by the COVID-19 pandemic to identify systemic emergencies. Risk dependent value (CoVaR) a...

Descripción completa

Detalles Bibliográficos
Autores principales:	Moslehpour, Massoud, Al-Fadly, Ahmad, Ehsanullah, Syed, Chong, Kwong Wing, Xuyen, Nguyen Thi My, Tan, Luc Phan
Formato:	Online Artículo Texto
Lenguaje:	English
Publicado:	Springer Berlin Heidelberg 2022
Materias:	Research Article
Acceso en línea:	https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8736318/ https://www.ncbi.nlm.nih.gov/pubmed/34993822 http://dx.doi.org/10.1007/s11356-021-18170-2

Ejemplares similares

How COVID-19 induced panic on stock price and green finance markets: global economic recovery nexus from volatility dynamics
por: Tan, Luc Phan, et al.
Publicado: (2021)

Covid-19 pandemic and spillover effects in stock markets: A financial network approach
por: Samitas, Aristeidis, et al.
Publicado: (2022)

Volatility spillovers from the Chinese stock market to the U.S. stock market: The role of the COVID-19 pandemic
por: Vuong, Giang Thi Huong, et al.
Publicado: (2022)

Emerging stock market volatility and economic fundamentals: the importance of US uncertainty spillovers, financial and health crises
por: Karanasos, M., et al.
Publicado: (2021)

Complex network analysis of volatility spillovers between global financial indicators and G20 stock markets
por: Korkusuz, Burak, et al.
Publicado: (2022)

COVID-19 and uncertainty spillovers in Indian stock market
por: Guru, Biplab Kumar, et al.
Publicado: (2020)

Liquidity Spillover in International Stock Markets through Distinct Time Scales
por: Righi, Marcelo Brutti, et al.
Publicado: (2014)

The impact of pandemic on dynamic volatility spillover network of international stock markets
por: Lan, Tingting, et al.
Publicado: (2023)

Volatility connectedness of GCC stock markets: how global oil price volatility drives volatility spillover in GCC stock markets?
por: Hussain, Muntazir, et al.
Publicado: (2022)

Research on the dynamic spillover of stock markets under COVID-19—Taking the stock markets of China, Japan, and South Korea as an example
por: Zhou, Baicheng, et al.
Publicado: (2022)

Dynamic spillovers between energy and stock markets and their implications in the context of COVID-19
por: Zhang, Hua, et al.
Publicado: (2021)

Tail spillover effects between cryptocurrencies and uncertainty in the gold, oil, and stock markets
por: Mensi, Walid, et al.
Publicado: (2023)

Quantifying Stock Return Distributions in Financial Markets
por: Botta, Federico, et al.
Publicado: (2015)

The time-varying spillover effect of China’s stock market during the COVID-19 pandemic
por: Liu, Xueyong, et al.
Publicado: (2022)

Extreme dependencies and spillovers between gold and stock markets: evidence from MENA countries
por: Mensi, Walid, et al.
Publicado: (2023)

COVID-19 vaccinations and risk spillovers: Evidence from Asia-Pacific stock markets
por: Li, Yanshuang, et al.
Publicado: (2023)

Quantifying the Relationship Between Financial News and the Stock Market
por: Alanyali, Merve, et al.
Publicado: (2013)

Financial price dynamics and phase transitions in the stock markets
por: Zhang, Ditian, et al.
Publicado: (2023)

The impact of COVID-19 induced panic on stock market returns: A two-year experience()
por: Cervantes, Paula, et al.
Publicado: (2022)

The impact of the COVID-19 pandemic on the global dynamic spillover of financial market risk
por: Tan, Xiaoyu, et al.
Publicado: (2022)

Risk spillovers in global financial markets: Evidence from the COVID-19 crisis
por: Fang, Yi, et al.
Publicado: (2023)

Spillover of volatility among financial instruments: ASEAN-5 and GCC market study
por: Danila, Nevi
Publicado: (2023)

COVID-19 pandemic’s impact on intraday volatility spillover between oil, gold, and stock markets
por: Mensi, Walid, et al.
Publicado: (2022)

Assessing stock market contagion and complex dynamic risk spillovers during COVID-19 pandemic
por: Lu, Yunfan, et al.
Publicado: (2023)

Profitability of Ichimoku-Based Trading Rule in Vietnam Stock Market in the Context of the COVID-19 Outbreak
por: Che-Ngoc, Ha, et al.
Publicado: (2022)

The complex nature of financial market microstructure: the case of a stock market crash
por: Shi, Feng, et al.
Publicado: (2022)

Efficient market hypothesis: a ruinous implication for Portugese stock market
por: Niroomand, Farhang, et al.
Publicado: (2020)

Sectoral volatility spillovers and their determinants in Vietnam
por: Dang, Tam Hoang-Nhat, et al.
Publicado: (2022)

What caused global stock market meltdown during the COVID pandemic–Lockdown stringency or investor panic?
por: Aggarwal, Shobhit, et al.
Publicado: (2021)

Oil price shocks, stock market returns, and volatility spillovers: a bibliometric analysis and its implications
por: Bashir, Muhammad Farhan
Publicado: (2022)

Market risk, financial distress and firm performance in Vietnam
por: Vo, Duc Hong
Publicado: (2023)

Financial Times Guide to How the Stock Market Really Works
por: Gough, Leo
Publicado: (2012)

LINKAGE AND SPILLOVER EFFECTS OF CHINA'S CARBON MARKET AND STOCK MARKET UNDER THE BACKGROUND OF CARBON NEUTRALITY: AN ANALYSIS BASED ON INVESTOR SENTIMENT REGULATION
por: Qi, Huibo, et al.
Publicado: (2022)

Pandemic or panic? A firm-level study on the psychological and industrial impacts of COVID-19 on the Chinese stock market
por: Wang, Qiuyun, et al.
Publicado: (2022)

Determining the COVID-19 effects on spillover between oil market and stock exchange: a global perspective analysis
por: Yan, Ran, et al.
Publicado: (2022)

Frequency spillovers between green bonds, global factors and stock market before and during COVID-19 crisis()
por: Mensi, Walid, et al.
Publicado: (2023)

Pandemic-related financial market volatility spillovers: Evidence from the Chinese COVID-19 epicentre
por: Corbet, Shaen, et al.
Publicado: (2021)

The COVID-19 pandemic and financial markets in Central Europe: Macroeconomic measures and international policy spillovers
por: Grabowski, Wojciech, et al.
Publicado: (2023)

Financial market sentiment and stock return during the COVID-19 pandemic
por: Bai, Chenjiang, et al.
Publicado: (2023)

Tail-risk spillovers from China to G7 stock market returns during the COVID-19 outbreak: A market and sectoral analysis
por: Aloui, Riadh, et al.
Publicado: (2022)

Cannot write session to /tmp/vufind_sessions/sess_ijj4oo670iqnbtb16h57n4ulks