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Asymmetric effect of COVID-19 pandemic on E7 stock indices: Evidence from quantile-on-quantile regression approach
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References

  • 2020COVID-19 and finance: Agendas for future research1,596 cited
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  • 2020Feverish Stock Price Reactions to COVID-19*1,199 cited
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  • 2020The COVID-19 Outbreak and Affected Countries Stock Markets Response916 cited
  • 2020COVID–19’s Impact on Stock Prices Across Different Sectors—An Event Study Based on the Chinese Stock Market643 cited
  • 2004Unit Root Quantile Autoregression Inference514 cited
  • 2020Co-movement of COVID-19 and Bitcoin: Evidence from wavelet coherence analysis476 cited
  • 2008Quantile cointegrating regression431 cited
  • 2020Aggregate and Firm-Level Stock Returns During Pandemics, in Real Time423 cited
  • 2020The impact of COVID-19 on stock markets402 cited
  • 2020Market reactions to the arrival and containment of COVID-19: An event study292 cited
  • 2021Diversifying equity with cryptocurrencies during COVID-19240 cited

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  • 2009Unit root quantile autoregression testing using covariates197 cited
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    • 2022Modelling the asymmetric effect of COVID-19 on REIT returns: A quantile-on-quantile regression analysis79 cited
    • 2023Carbon emissions and the rising effect of trade openness and foreign direct investment: Evidence from a threshold regression model74 cited
    • 2023Emerging markets equities’ response to geopolitical risk: Time-frequency evidence from the Russian-Ukrainian conflict era66 cited
    • 2022Diversification Benefits between Stock Returns from Ghana and Jamaica: Insights from Time-Frequency and VMD-Based Asymmetric Quantile-on-Quantile Analysis21 cited
    • 2022Nexus between Consumption, Income and Price Changes: Asymmetric Evidence from NARDL Mode17 cited