Spillovers and connectedness between green bond and stock markets in bearish and bullish market scenarios
This study examines the quantile connectedness between eight green bonds and the S&P
500 index using the methodology of Ando et al.(2022). We show that green bonds and the …
500 index using the methodology of Ando et al.(2022). We show that green bonds and the …
How resilient are Islamic financial markets during the COVID-19 pandemic?
The COVID-19 pandemic has posed a massive disruption to the finance sector. Islamic
financial markets are no exception. We explore the resilience of Islamic financial markets to …
financial markets are no exception. We explore the resilience of Islamic financial markets to …
Deciphering asymmetric spillovers in US industries: Insights from higher-order moments
Incorporating higher-order moments, like realized volatility, skewness, and kurtosis, is
crucial for understanding asymmetric asset pricing trends. Our research rigorously …
crucial for understanding asymmetric asset pricing trends. Our research rigorously …
Does the level of a country's resilience moderate the link between the tourism industry and the economic policy response to the COVID-19 pandemic?
This study examines whether the level of a country's resilience to shocks moderates the link
between the size of the tourism industry and the economic policy response to the COVID-19 …
between the size of the tourism industry and the economic policy response to the COVID-19 …
Do the size of the tourism sector and level of digitalization affect COVID-19 economic policy response? Evidence from developed and developing countries
This study investigates the link between COVID-19 economic policy response, the tourism
industry, and digitalization by income levels. It also examines the moderating influence of …
industry, and digitalization by income levels. It also examines the moderating influence of …
ICT and economic resilience: Evidence from the COVID-19 pandemic
SK Papaioannou - Economic Modelling, 2023 - Elsevier
This paper highlights the role of ICT in advancing a country's economic resilience. By
looking at the cyclical component of GDP, I examine if European countries with higher ICT …
looking at the cyclical component of GDP, I examine if European countries with higher ICT …
Save lives or save livelihoods? A cross-country analysis of COVID-19 pandemic and economic growth
This paper studies whether containing COVID-19 pandemic by stringent strategies
deteriorates or saves economic growth. Since there are country-specific factors that could …
deteriorates or saves economic growth. Since there are country-specific factors that could …
Capital market response to covid-19 pandemic–a systematic review on stock volatility and performance
JB Hamal, RR Gautam - Marsyangdi Journal, 2021 - nepjol.info
This paper aims to identify the impact of the COVID-19 pandemic on stock market volatility
and market return as well as the impact of government response to the COVID-19 pandemic …
and market return as well as the impact of government response to the COVID-19 pandemic …
[HTML][HTML] Modeling COVID-19 cases statistically and evaluating their effect on the economy of countries
COVID-19 infections have plagued the world and led to deaths with a heavy pneumonia
manifestation. The main objective of this investigation is to evaluate the performance of …
manifestation. The main objective of this investigation is to evaluate the performance of …
Asymmetric spillovers and connectedness between crude oil and currency markets using high-frequency data
This paper examines the asymmetric spillovers and connectedness between the spot prices
of West Texas Intermediate crude oil and six popular currencies—the Euro, Japanese Yen …
of West Texas Intermediate crude oil and six popular currencies—the Euro, Japanese Yen …
