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The COVID-19 Black Swan Crisis: Reaction and Recovery of Various Financial Markets · Study

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ArticleThe COVID-19 Black Swan Crisis: Reaction and Recovery of Various Financial Markets

Larisa Yarovaya2020

OA

Articlegreen2020

The COVID-19 Black Swan Crisis: Reaction and Recovery of Various Financial Markets

Larisa Yarovaya · Roman Matkovskyy · Akanksha Jalan

126 citations·0/0 files stored·Research in International Business and Finance

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COVID-19 Pandemic Impacts Financial Markets and Investment Strategies Market Dynamics and Volatility

Abstract

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Citations in this library

Stored only when both papers are in the corpus — 126 citations exist upstream.

References

1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root 1988Testing for a Unit Root in Time Series Regression 1992Testing the null hypothesis of stationarity against the alternative of a unit root 1989The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis 2007The black swan: the impact of the highly improbable 1988Permanent and Temporary Components of Stock Prices 1988Mean reversion in stock prices 1996Long memory processes and fractional integration in econometrics

Cited by

2021Is there one safe-haven for various turbulences? The evidence from gold, Bitcoin and Ether 2023The domino effect: Analyzing the impact of Silicon Valley Bank's fall on top equity indices around the world 2024Cryptocurrency volatility: A review, synthesis, and research agenda

Details

Year2020

Typearticle

Published2020-01-01

VenueResearch in International Business and Finance

ISSN-L0275-5319

Languageen

Citations126

Files0 public / 0

ShelfCOVID-19 Pandemic Impacts

Identifiers

doi10.1016/j.ribaf.2021.101521

openalex_workW3035939719

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