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The nexus between the exchange rates and interest rates: evidence from BRIICS economies during the COVID-19 pandemic
16 references·4 citing·36 second hop
The nexus between the exchange rates and interest rates: evidence from BRIICS economies during the COVID-19 pandemic (2021)The nexus between the exchange rates and …The Impact of the COVID-19 Pandemic on Firm Performance (2020)The Impact of the COVID-19 Pa…Infected Markets: Novel Coronavirus, Government Interventions, and Stock Return Volatility around the Globe (2020)Infected Markets: Novel Coron…Implications of COVID-19 Pandemic on the Global Trade Networks (2020)Implications of COVID-19 Pand…Financial markets under the global pandemic of COVID-19 (2020)Financial markets under the g…Financial contagion during COVID–19 crisis (2020)Financial contagion during CO…COVID–19’s Impact on Stock Prices Across Different Sectors—An Event Study Based on the Chinese Stock Market (2020)COVID–19’s Impact on Stock Pr…COVID-19: Media coverage and financial markets behavior—A sectoral inquiry (2020)COVID-19: Media coverage and …Country Responses and the Reaction of the Stock Market to COVID-19—a Preliminary Exposition (2020)Country Responses and the Rea…Coronavirus (COVID-19) — An epidemic or pandemic for financial markets (2020)Coronavirus (COVID-19) — An e…Capital flows to emerging market economies: A brave new world? (2014)Capital flows to emerging mar…Exchange Rates and Fundamentals (2005)Exchange Rates and Fundamenta…Exchange Rates and Fundamentals (2004)Exchange Rates and Fundamenta…Electricity consumption, employment and real income in Australia evidence from multivariate Granger causality tests (2003)Electricity consumption, empl…Numerical distribution functions for unit root and cointegration tests (1996)Numerical distribution functi…Statistical inference in vector autoregressions with possibly integrated processes (1995)Statistical inference in vect…Sources of Real Exchange Rate Fluctuations: How Important are Nominal Shocks? (1994)Sources of Real Exchange Rate…Testing policy effectiveness during COVID-19: An NK-DSGE analysis (2022)Testing policy effectiveness …COVID-19 and Exchange Rates: Spillover Effects of U.S. Monetary Policy (2022)COVID-19 and Exchange Rates: …Information Flow from COVID‐19 Pandemic to Islamic and Conventional Equities: An ICEEMDAN‐Induced Transfer Entropy Analysis (2021)Information Flow from COVID‐1…COVID-19 as Information Transmitter to Global Equity Markets: Evidence from CEEMDAN-Based Transfer Entropy Approach (2021)COVID-19 as Information Trans…Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Testing for a Unit Root in Time Series Regression (1988)Numerical distribution functions of likelihood ratio tests for cointegration (1999)Unit root tests for panel data (2001)Critical Values for Cointegration Tests (2010)Statistical analysis of cointegration vectors (1988)Tourism as a long-run economic growth factor: the Spanish case (2002)Energy consumption, income, and carbon emissions in the United States (2006)Energy consumption, carbon emissions, and economic growth in China (2009)Macroeconomics and Reality (1980)Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems (1993)Empirical exchange rate models of the nineties: Are any fit to survive? (2005)How do business and financial cycles interact? (2012)Exchange Rate Predictability (2013)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Giving Content to Investor Sentiment: The Role of Media in the Stock Market (2007)Death and contagious infectious diseases: Impact of the COVID-19 virus on stock market returns (2020)Dynamic Conditional Correlation (2002)No Contagion, Only Interdependence: Measuring Stock Market Comovements (2002)Better to give than to receive: Predictive directional measurement of volatility spillovers (2011)COVID-19 and the march 2020 stock market crash. Evidence from S&P1500 (2020)Deaths, Panic, Lockdowns and US Equity Markets: The Case of COVID-19 Pandemic (2020)Is Gold a Hedge or a Safe-Haven Asset in the COVID–19 Crisis? (2020)Do Industries Explain Momentum? (1999)The Adjustment of Stock Prices to New Information (2003)Common risk factors in the returns on stocks and bonds (1993)Investor Psychology and Security Market Under‐ and Overreactions (1998)A Unified Theory of Underreaction, Momentum Trading, and Overreaction in Asset Markets (1999)Economic impact of government interventions during the COVID-19 pandemic: International evidence from financial markets (2020)Stock markets’ reaction to COVID-19: Cases or fatalities? (2020)COVID-19 lockdowns, stimulus packages, travel bans, and stock returns (2020)Japanese currency and stock market—What happened during the COVID-19 pandemic? (2020)The economics of COVID-19 pandemic: A survey (2021)Predictive regressions (1999)
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References

  • 1995Statistical inference in vector autoregressions with possibly integrated processes6,097 cited
  • 1996Numerical distribution functions for unit root and cointegration tests3,119 cited
  • 2020Financial markets under the global pandemic of COVID-192,349 cited
  • 2020Financial contagion during COVID–19 crisis937 cited
  • 2020The Impact of the COVID-19 Pandemic on Firm Performance822 cited
  • 2005Exchange Rates and Fundamentals808 cited
  • 2004Exchange Rates and Fundamentals723 cited
  • 2020Coronavirus (COVID-19) — An epidemic or pandemic for financial markets715 cited
  • 2020Country Responses and the Reaction of the Stock Market to COVID-19—a Preliminary Exposition650 cited
  • 2020COVID–19’s Impact on Stock Prices Across Different Sectors—An Event Study Based on the Chinese Stock Market643 cited
  • 2020Infected Markets: Novel Coronavirus, Government Interventions, and Stock Return Volatility around the Globe631 cited
  • 2014Capital flows to emerging market economies: A brave new world?625 cited
  • 1994Sources of Real Exchange Rate Fluctuations: How Important are Nominal Shocks?622 cited
  • 2003Electricity consumption, employment and real income in Australia evidence from multivariate Granger causality tests613 cited

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2020
COVID-19: Media coverage and financial markets behavior—A sectoral inquiry
567 cited
  • 2020Implications of COVID-19 Pandemic on the Global Trade Networks436 cited
  • Cited by

    • 2021COVID-19 as Information Transmitter to Global Equity Markets: Evidence from CEEMDAN-Based Transfer Entropy Approach71 cited
    • 2021Information Flow from COVID‐19 Pandemic to Islamic and Conventional Equities: An ICEEMDAN‐Induced Transfer Entropy Analysis68 cited
    • 2022COVID-19 and Exchange Rates: Spillover Effects of U.S. Monetary Policy19 cited
    • 2022Testing policy effectiveness during COVID-19: An NK-DSGE analysis18 cited