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COVID-19’s disasters are perilous than Global Financial Crisis: A rumor or fact? · Study

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ArticleCOVID-19’s disasters are perilous than Global Financial Crisis: A rumor or fact?

Khurram Shehzad2020

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Articlegreen2020

COVID-19’s disasters are perilous than Global Financial Crisis: A rumor or fact?

Khurram Shehzad · Hayfa Kazouz

311 citations·0/0 files stored·Finance research letters

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Financial Risk and Volatility Modeling Market Dynamics and Volatility COVID-19 Pandemic Impacts

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References

1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root 1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation 1988Testing for a Unit Root in Time Series Regression 1993A long memory property of stock market returns and a new model 1987A Conditionally Heteroskedastic Time Series Model for Speculative Prices and Rates of Return 1995All in the family Nesting symmetric and asymmetric GARCH models

Cited by

2020How do equity markets react to COVID-19? Evidence from emerging and developed countries 2020Hedging oil price risk with gold during COVID-19 pandemic 2020Industry volatility and economic uncertainty due to the COVID-19 pandemic: Evidence from wavelet coherence analysis 2021The outbreak of COVID‐19 pandemic and its impact on stock market volatility: Evidence from a worst‐affected economy 2021Dynamic spillovers between energy and stock markets and their implications in the context of COVID-19 2020Impacts of the COVID-19 pandemic on financial market connectedness 2020

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Details

Year2020

Typearticle

Published2020-06-26

VenueFinance research letters

ISSN-L1544-6123

Languageen

Citations311

Files0 public / 0

ShelfFinancial Risk and Volatility Modeling

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doi10.1016/j.frl.2020.101669

openalex_workW3037078631

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The impact of COVID-19 on the Chinese stock market: Sentimental or substantial?

2020Does responsible investing pay during economic downturns: Evidence from the COVID-19 pandemic