“…Using the NARDL model for the period of pandemic COVID19, we examined the asymmetric relationship between six crypto-currencies (Bitcoin, Litecoin, Bitcoin gold, Dash, Maker, and Ehereum) and seven stock market prices (S&P500, CAC40, DAX30, NIKKEI, FTSE, FTSEMIB, and SPTSX) accounting for the effects of Gold and WTI prices. …”
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“…This paper adopts the vector error correction model (VECM) to investigate the dynamic coupling between the pandemics (e.g., the COVID-19, EBOLA, MERS and SARS) and the evolution of key stocks exchange indices (e.g., Dow-Jones, S&P 500, EuroStoxx, DAX, CAC, Nikkei, HSI, Kospi, S&P ASX, Nifty and Ibov). The results show that the shocks caused by the diseases significantly affected the markets. …”
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“…This research explores Shanghai, Nikkei 225, and Dow Jones stock markets from January 20, 2020, to April 27, 2020, by employing principal component analysis. …”
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“…In this paper we study the distribution of the duration of uninterrupted trends for the daily indices DJIA, NASDAQ, IPC and Nikkei 225 during the period of time from 10/30/1978 to 08/07/2020 and we compare the simple geometric statistical model with [Image: see text] consistent with the EMH to the empirical data. …”
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“…We include five stock market indexes for different countries such as Standard and Poor’s 500 composite Index (S&P), Nasdaq, Nikkei, Stoxx, and DowJones. Using daily data over the period 2010–2019. …”
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“…In this study, we analyze the properties of Bitcoin as a diversifier asset and hedge asset against the movement of international market stock indices: S&P500 (US), STOXX50 (EU), NIKKEI (Japan), CSI300 (Shanghai), and HSI (Hong Kong). …”
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“…The results, based on the fourth breakpoint regime, reveal a significant positive relationship between gold price movements and LSE, Nikkei stocks, T.Rowe global multi-sector bond funds, and CBOE volatility index; and a significant negative association with Gmo emerging country debt and Pimco emerging markets local currency bond funds both in the short- and long-run. …”
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“…For this purpose, we examine the daily returns from a set of stocks comprising the USA S&P-500 and the Japanese Nikkei-225 over a 32-year period, and monitor the changes in the edge-centric network curvatures. …”
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“…As an example, the presented measure is applied to daily returns of S&P500 and Nikkei225. A trivariate extension of the proposed measure and its sample analogue are briefly discussed. …”
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“…In particular, S&P 500 and FTSE/MIB became the most persistent indices in contrast to NIKKEI 225 and FTSE 100, which were amongst the least persistent.…”
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“…METHODS: Searches for tweets and newspaper articles containing the term “STAP cells” were carried out through Twitter’s search engine and Nikkei Telecom database, respectively. The search period was from January 1 to July 1, 2014. …”
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“…METHODS: A prospective study evaluating 107 Nikkeis from Brazil and 114 Japanese residents in Japan, aged 20 years or older. …”
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