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COVID-19’s disasters are perilous than Global Financial Crisis: A rumor or fact?
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COVID-19’s disasters are perilous than Global Financial Crisis: A rumor or fact? (2020)COVID-19’s disasters are perilous than Gl…All in the family Nesting symmetric and asymmetric GARCH models (1995)All in the family Nesting sym…A long memory property of stock market returns and a new model (1993)A long memory property of sto…Testing for a Unit Root in Time Series Regression (1988)Testing for a Unit Root in Ti…A Conditionally Heteroskedastic Time Series Model for Speculative Prices and Rates of Return (1987)A Conditionally Heteroskedast…Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Autoregressive Conditional He…Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Distribution of the Estimator…Volatility impacts on the European banking sector: GFC and COVID-19 (2022)Volatility impacts on the Eur…Tourism and Sustainability in Times of COVID-19: The Case of Spain (2021)Tourism and Sustainability in…The outbreak of COVID‐19 pandemic and its impact on stock market volatility: Evidence from a worst‐affected economy (2021)The outbreak of COVID‐19 pand…Financing constraints and firm-level responses to the COVID-19 pandemic: International evidence (2021)Financing constraints and fir…Economic resiliency and recovery, lessons from the financial crisis for the COVID-19 pandemic: A regional perspective from Central and Eastern Europe (2021)Economic resiliency and recov…Dynamic spillovers between energy and stock markets and their implications in the context of COVID-19 (2021)Dynamic spillovers between en…Does sustainability activities performance matter during financial crises? 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Evidence from emerging and developed countries (2020)How do equity markets react t…Hedging oil price risk with gold during COVID-19 pandemic (2020)Hedging oil price risk with g…Does responsible investing pay during economic downturns: Evidence from the COVID-19 pandemic (2020)Does responsible investing pa…Covid-19 pandemic and tail-dependency networks of financial assets (2020)Covid-19 pandemic and tail-de…A Monetary History of the United States 1867-1960 (1964)Time Series Analysis Forecasting and Control. (1971)Time Series Analysis: Forecasting and Control (1977)Statistical analysis of cointegration vectors (1988)Bounds testing approaches to the analysis of level relationships (2001)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Generalized autoregressive conditional heteroskedasticity (1986)Simple Technical Trading Rules and the Stochastic Properties of Stock Returns (1992)Fractionally integrated generalized autoregressive conditional heteroskedasticity (1996)Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models (1998)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Trends and random walks in macroeconmic time series (1982)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Unit root tests in panel data: asymptotic and finite-sample properties (2002)A simple panel unit root test in the presence of cross‐section dependence (2007)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Quadratic ARCH Models (1995)The dynamics of stochastic volatility: evidence from underlying and options markets (2003)Is gold a safe haven or a hedge for the US dollar? 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(1985)Institutions, Institutional Change and Economic Performance (1991)Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches (2008)Market reaction to the COVID-19 pandemic: evidence from emerging markets (2021)Response of stock market volatility to COVID-19 announcements and stringency measures: A comparison of developed and emerging markets (2021)The dark side of globalization: Evidence from the impact of COVID-19 on multinational companies (2022)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Threshold heteroskedastic models (1994)Stock price volatility during the COVID-19 pandemic: The GARCH model (2021)A multi-criteria based analytic framework for exploring the impact of Covid-19 on firm performance in emerging market (2022)The impact of Covid-19 and Russia–Ukraine war on the financial asset volatility: Evidence from equity, cryptocurrency and alternative assets (2023)Econometric Analysis of Cross Section and Panel Data (2001)Modeling and Forecasting Realized Volatility (2003)A Simple Approximate Long-Memory Model of Realized Volatility (2008)Introductory Econometrics for Finance (2008)
this work references cited by second hop

References

  • 1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root23,183 cited
  • 1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation20,684 cited
  • 1988Testing for a Unit Root in Time Series Regression19,288 cited
  • 1993A long memory property of stock market returns and a new model3,257 cited
  • 1987A Conditionally Heteroskedastic Time Series Model for Speculative Prices and Rates of Return2,569 cited
  • 1995All in the family Nesting symmetric and asymmetric GARCH models723 cited

Cited by

  • 2020How do equity markets react to COVID-19? Evidence from emerging and developed countries199 cited
  • 2020Hedging oil price risk with gold during COVID-19 pandemic197 cited
  • 2020Industry volatility and economic uncertainty due to the COVID-19 pandemic: Evidence from wavelet coherence analysis187 cited
  • 2021The outbreak of COVID‐19 pandemic and its impact on stock market volatility: Evidence from a worst‐affected economy184 cited
  • 2021Dynamic spillovers between energy and stock markets and their implications in the context of COVID-19183 cited
  • 2020Impacts of the COVID-19 pandemic on financial market connectedness175 cited
  • 2020The impact of COVID-19 on the Chinese stock market: Sentimental or substantial?149 cited
  • 2020

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Does responsible investing pay during economic downturns: Evidence from the COVID-19 pandemic
141 cited
  • 2021Tourism and Sustainability in Times of COVID-19: The Case of Spain139 cited
  • 2021Financing constraints and firm-level responses to the COVID-19 pandemic: International evidence136 cited
  • 2021Analysis of stock market efficiency during crisis periods in the US stock market: Differences between the global financial crisis and COVID-19 pandemic134 cited
  • 2020Covid-19 pandemic and tail-dependency networks of financial assets131 cited
  • 2021Does sustainability activities performance matter during financial crises? Investigating the case of COVID-19130 cited
  • 2021Economic resiliency and recovery, lessons from the financial crisis for the COVID-19 pandemic: A regional perspective from Central and Eastern Europe125 cited
  • 2021COVID-19 fear and volatility index movements: empirical insights from ASEAN stock markets123 cited
  • 2022Volatility impacts on the European banking sector: GFC and COVID-19117 cited