Cargando…

Comparing COVID-19 with the GFC: A shockwave analysis of currency markets

I analyze the shockwave effect of the COVID-19 pandemic on currency markets, with a comparison to the global financial crisis (GFC), employing Kapetanios m-break unit root test, investigations of standalone risk measures—downside variance, upside risk, volatility skewness, Gaussian Value at Risk (Va...

Descripción completa

Detalles Bibliográficos
Autor principal:	Gunay, Samet
Formato:	Online Artículo Texto
Lenguaje:	English
Publicado:	Elsevier B.V. 2021
Materias:	Full length Article
Acceso en línea:	https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9756040/ https://www.ncbi.nlm.nih.gov/pubmed/36540770 http://dx.doi.org/10.1016/j.ribaf.2020.101377

Ejemplares similares

A time–frequency analysis of the impact of the Covid-19 induced panic on the volatility of currency and cryptocurrency markets
por: Umar, Zaghum, et al.
Publicado: (2020)

A commentary on emerging markets banking sector spillovers: Covid-19 vs GFC pattern analysis
por: Rabbani, Mustafa Raza, et al.
Publicado: (2022)

Comparing the asymmetric efficiency of dirty and clean energy markets pre and during COVID-19
por: Naeem, Muhammad Abubakr, et al.
Publicado: (2022)

Covid-19 and herding in global equity markets
por: Rubesam, Alexandre, et al.
Publicado: (2022)

Machine learning sentiment analysis, COVID-19 news and stock market reactions()
por: Costola, Michele, 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)

Stock markets’ reaction to COVID-19: Cases or fatalities?
por: Ashraf, Badar Nadeem
Publicado: (2020)

Network analysis of global stock markets at the beginning of the coronavirus disease (Covid-19) outbreak
por: Aslam, Faheem, et al.
Publicado: (2020)

Immune or at-risk? Stock markets and the significance of the COVID-19 pandemic
por: O’Donnell, Niall, et al.
Publicado: (2021)

The impact of COVID-19 on the stock market crash risk in China
por: Liu, Zhifeng, et al.
Publicado: (2021)

COVID-19 pandemic and stock market response: A culture effect
por: Fernandez-Perez, Adrian, et al.
Publicado: (2021)

The dynamic network of industries in US stock market: Evidence of GFC, COVID-19 pandemic and Russia-Ukraine war
por: Choi, Sun-Yong
Publicado: (2023)

What drives US stock markets during the COVID-19 pandemic? A global sensitivity analysis
por: Ahmed, Walid M.A.
Publicado: (2022)

COVID-19 pandemic and herd behavior: Evidence from a frontier market
por: Nguyen, Huu Manh, et al.
Publicado: (2023)

Volatility impacts on the European banking sector: GFC and COVID-19
por: Batten, Jonathan A., et al.
Publicado: (2022)

Changing efficiency of BRICS currency markets during the COVID-19 pandemic
por: Phiri, Andrew
Publicado: (2021)

Changes in social behavior and impacts of the COVID-19 pandemic on regional housing markets: Independence and risk()
por: Tsai, I-Chun
Publicado: (2022)

The Effect of ESG performance on the stock market during the COVID-19 Pandemic – Evidence from Japan
por: Liu, Lian, et al.
Publicado: (2023)

Correction to: Volatility impacts on the European banking sector: GFC and COVID-19
por: Batten, Jonathan A., et al.
Publicado: (2022)

Applications of gravity models to evaluate and forecast US international air freight markets post-GFC()
por: Alexander, D.W., et al.
Publicado: (2021)

COVID-19 Sentiment and the Chinese Stock Market: Evidence from the Official News Media and Sina Weibo()
por: Duan, Yuejiao, et al.
Publicado: (2021)

Economic impact of government interventions during the COVID-19 pandemic: International evidence from financial markets
por: Ashraf, Badar Nadeem
Publicado: (2020)

COVID-19 uncertainty, financial markets and monetary policy effects in case of two emerging Asian countries
por: Behera, Harendra, et al.
Publicado: (2023)

Untangling crises: GFC and COVID-19 through the lens of a DSGE model()
por: De La Peña, Rogelio, et al.
Publicado: (2023)

Japanese currency and stock market—What happened during the COVID-19 pandemic?()
por: Narayan, Paresh Kumar, et al.
Publicado: (2020)

Inside the Currency Market: Mechanics, Valuation, and Strategies
por: Twomey, Brian
Publicado: (2011)

Reallocation of resources between generations and genders in the market and non-market economy. The case of Italy
por: Zannella, Marina
Publicado: (2015)

Pandemics and the emerging stock markets
por: Salisu, Afees A., et al.
Publicado: (2020)

Risk transmissions between sectoral Islamic and conventional stock markets during COVID-19 pandemic: What matters more between actual COVID-19 occurrence and speculative and sentiment factors?
por: Adekoya, Oluwasegun B., et al.
Publicado: (2022)

GIMS—Software for asset market experiments
por: Palan, Stefan
Publicado: (2015)

Cash, currency and COVID-19
por: Pal, Rimesh, et al.
Publicado: (2020)

Omnichannel marketing: Are cross-channel effects symmetric?
por: Shankar, Venkatesh, et al.
Publicado: (2020)

Higher procoagulatory potential but lower DIC score in COVID-19 ARDS patients compared to non-COVID-19 ARDS patients
por: Hoechter, D.J., et al.
Publicado: (2020)

Gambling disorder in financial markets: Clinical and treatment-related features
por: Shin, Young-Chul, et al.
Publicado: (2015)

Comparative study on quantum descriptors, molecular docking and dynamic simulation of antiviral drugs with Covid-19
por: Ahmed Mahmoud Gad, Elshafie, et al.
Publicado: (2021)

Fatigue at sea during and after the COVID-19 pandemic: A comparative study of two matched samples of seafarers
por: Zhao, Zhiwei, et al.
Publicado: (2023)

Comparing Three Data Mining Algorithms for Identifying the Associated Risk Factors of Type 2 Diabetes
por: Esmaeily, Habibollah, et al.
Publicado: (2018)

The Currency
Publicado: (1878)

Fusion in stock market prediction: A decade survey on the necessity, recent developments, and potential future directions
por: Thakkar, Ankit, et al.
Publicado: (2021)

The marketing–finance interface: A new integrative review of metrics, methods, and findings and an agenda for future research
por: Edeling, Alexander, et al.
Publicado: (2021)

Cannot write session to /tmp/vufind_sessions/sess_ajhccovdklu7rcujll48ht2nh3