SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Spillovers between positively and negatively affected service sectors from the COVID-19 health crisis: Implications for portfolio management
16 references·1 citing·36 second hop
Spillovers between positively and negatively affected service sectors from the COVID-19 health crisis: Implications for portfolio management (2023)Spillovers between positively and negativ…Tourism and COVID-19: Impacts and implications for advancing and resetting industry and research (2020)Tourism and COVID-19: Impacts…Pandemics, transformations and tourism: be careful what you wish for (2020)Pandemics, transformations an…Pandemics, tourism and global change: a rapid assessment of COVID-19 (2020)Pandemics, tourism and global…Financial contagion during COVID–19 crisis (2020)Financial contagion during CO…Feverish Stock Price Reactions to COVID-19* (2020)Feverish Stock Price Reaction…COVID-19 and finance: Agendas for future research (2020)COVID-19 and finance: Agendas…Has the tourism-led growth hypothesis been validated? A literature review (2014)Has the tourism-led growth hy…On the Network Topology of Variance Decompositions: Measuring the Connectedness of Financial Firms (2011)On the Network Topology of Va…Better to give than to receive: Predictive directional measurement of volatility spillovers (2011)Better to give than to receiv…Dynamic Conditional Correlation (2002)Dynamic Conditional Correlati…Modeling Asymmetric Comovements of Asset Returns (1998)Modeling Asymmetric Comovemen…Generalized impulse response analysis in linear multivariate models (1998)Generalized impulse response …Impulse response analysis in nonlinear multivariate models (1996)Impulse response analysis in …Time-Varying Distributions and Dynamic Hedging with Foreign Currency Futures (1993)Time-Varying Distributions an…Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Likelihood Ratio Statistics f…The Hedging Performance of the New Futures Markets (1979)The Hedging Performance of th…Dynamic Tail Risk Connectedness between Artificial Intelligence and Fintech Stocks (2024)Dynamic Tail Risk Connectedne…Modelling the Coherence in Short-Run Nominal Exchange Rates: A Multivariate Generalized Arch Model (1990)ARCH modeling in finance (1992)Multivariate Simultaneous Generalized ARCH (1995)Modeling and Forecasting Realized Volatility (2003)Introductory Econometrics for Finance (2008)Stochastic Simulation (1987)How Big Is the Random Walk in GNP? (1988)The Dynamic Effects of Aggregate Demand and Supply Disturbances (1988)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Macroeconomics and Reality (1980)Measuring the Frequency Dynamics of Financial Connectedness and Systemic Risk* (2018)Refined Measures of Dynamic Connectedness based on Time-Varying Parameter Vector Autoregressions (2020)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (1995)Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets (2008)Book Review: Time Series Analysis: Forecasting and Control (1977)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Testing for a Unit Root in Time Series Regression (1988)Bounds testing approaches to the analysis of level relationships (2001)Unit root tests in panel data: asymptotic and finite-sample properties (2002)A STATE‐PREFERENCE MODEL OF OPTIMAL FINANCIAL LEVERAGE (1973)Trust: The Social Virtues and the Creation of Prosperity (1996)The macroeconomic consequences of disasters (2008)COVID-19 pandemic, oil prices, stock market, geopolitical risk and policy uncertainty nexus in the US economy: Fresh evidence from the wavelet-based approach (2020)Stock markets’ reaction to COVID-19: Cases or fatalities? (2020)The role of ESG performance during times of financial crisis: Evidence from COVID-19 in China (2020)Climate tipping points — too risky to bet against (2019)Reviving tourism industry post-COVID-19: A resilience-based framework (2020)The Global Macroeconomic Impacts of COVID-19: Seven Scenarios (2020)Publish and perish? Bibliometric analysis, journal ranking and the assessment of research quality in tourism (2010)Paradox Research in Management Science: Looking Back to Move Forward (2016)Home sharing in marketing and tourism at a tipping point: What do we know, how do we know, and where should we be heading? (2020)Rising with the machines: A sociotechnical framework for bringing artificial intelligence into the organization (2020)Shaping the Metaverse into Reality: A Holistic Multidisciplinary Understanding of Opportunities, Challenges, and Avenues for Future Investigation (2023)SRISK: A Conditional Capital Shortfall Measure of Systemic Risk (2016)
this work references cited by second hop

References

  • 1981Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root14,677 cited
  • 2002Dynamic Conditional Correlation7,229 cited
  • 1998Generalized impulse response analysis in linear multivariate models6,129 cited
  • 2011Better to give than to receive: Predictive directional measurement of volatility spillovers6,033 cited
  • 1996Impulse response analysis in nonlinear multivariate models5,071 cited
  • 2011On the Network Topology of Variance Decompositions: Measuring the Connectedness of Financial Firms4,943 cited
  • 2020Pandemics, tourism and global change: a rapid assessment of COVID-194,785 cited
  • 2020Tourism and COVID-19: Impacts and implications for advancing and resetting industry and research2,289 cited
  • 2020COVID-19 and finance: Agendas for future research1,735 cited
  • 1998Modeling Asymmetric Comovements of Asset Returns1,588 cited
  • 1979The Hedging Performance of the New Futures Markets1,566 cited
  • 1993Time-Varying Distributions and Dynamic Hedging with Foreign Currency Futures1,529 cited
  • 2020Feverish Stock Price Reactions to COVID-19*1,394 cited
  • 2020Pandemics, transformations and tourism: be careful what you wish for1,181 cited
  • 2020Financial contagion during COVID–19 crisis

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

1,000 cited
  • 2014Has the tourism-led growth hypothesis been validated? A literature review609 cited
  • Cited by

    • 2024Dynamic Tail Risk Connectedness between Artificial Intelligence and Fintech Stocks15 cited