Financial markets under the global pandemic of COVID-19
Author
Abstract
Suggested Citation
DOI: 10.1016/j.frl.2020.101528
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- Tillmann, Peter, 2016. "Unconventional monetary policy and the spillovers to emerging markets," Journal of International Money and Finance, Elsevier, vol. 66(C), pages 136-156.
- Stefano Ramelli & Alexander F Wagner, 2020.
"Feverish Stock Price Reactions to COVID-19,"
The Review of Corporate Finance Studies, Society for Financial Studies, vol. 9(3), pages 622-655.
- Stefano Ramelli & Alexander F. Wagner, 2020. "Feverish Stock Price Reactions to COVID-19," Swiss Finance Institute Research Paper Series 20-12, Swiss Finance Institute.
- Wagner, Alexander F. & Ramelli, Stefano, 2020. "Feverish Stock Price Reactions to COVID-19," CEPR Discussion Papers 14511, C.E.P.R. Discussion Papers.
- Chen, Qianying & Filardo, Andrew & He, Dong & Zhu, Feng, 2016.
"Financial crisis, US unconventional monetary policy and international spillovers,"
Journal of International Money and Finance, Elsevier, vol. 67(C), pages 62-81.
- Qianying Chen & Andrew Filardo & Dong He & Feng Zhu, 2014. "Financial Crisis, Unconventional Monetary Policy and International Spillovers," Working Papers 232014, Hong Kong Institute for Monetary Research.
- Qianying Chen & Andrew Filardo & Dong He & Feng Zhu, 2015. "Financial crisis, US unconventional monetary policy and international spillovers," BIS Working Papers 494, Bank for International Settlements.
- Qianying Chen & Andrew Filardo & Mr. Dong He & Mr. Feng Zhu, 2015. "Financial Crisis, US Unconventional Monetary Policy and International Spillovers," IMF Working Papers 2015/085, International Monetary Fund.
- Smith, Richard D., 2006. "Responding to global infectious disease outbreaks: Lessons from SARS on the role of risk perception, communication and management," Social Science & Medicine, Elsevier, vol. 63(12), pages 3113-3123, December.
- Broadstock, David C. & Zhang, Dayong, 2019. "Social-media and intraday stock returns: The pricing power of sentiment," Finance Research Letters, Elsevier, vol. 30(C), pages 116-123.
- Niels Joachim Gormsen & Ralph S J Koijen & Nikolai Roussanov, 0.
"Coronavirus: Impact on Stock Prices and Growth Expectations,"
The Review of Asset Pricing Studies, Society for Financial Studies, vol. 10(4), pages 574-597.
- Koijen, Ralph & Gormsen, Niels Joachim, 2020. "Coronavirus: Impact on Stock Prices and Growth Expectations," CEPR Discussion Papers 14875, C.E.P.R. Discussion Papers.
- Niels J. Gormsen & Ralph S. J. Koijen, 2020. "Coronavirus: Impact on Stock Prices and Growth Expectations," NBER Working Papers 27387, National Bureau of Economic Research, Inc.
- Zihui Yang & Yinggang Zhou, 2017. "Quantitative Easing and Volatility Spillovers Across Countries and Asset Classes," Management Science, INFORMS, vol. 63(2), pages 333-354, February.
- repec:aei:rpaper:1008560098 is not listed on IDEAS
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Krokida, Styliani-Iris & Makrychoriti, Panagiota & Spyrou, Spyros, 2020. "Monetary policy and herd behavior: International evidence," Journal of Economic Behavior & Organization, Elsevier, vol. 170(C), pages 386-417.
- Manel Youssef & Khaled Mokni & Ahdi Noomen Ajmi, 2021. "Dynamic connectedness between stock markets in the presence of the COVID-19 pandemic: does economic policy uncertainty matter?," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 7(1), pages 1-27, December.
- Heyden, Kim J. & Heyden, Thomas, 2021. "Market reactions to the arrival and containment of COVID-19: An event study," Finance Research Letters, Elsevier, vol. 38(C).
- Laura Alfaro & Anusha Chari & Andrew N. Greenland & Peter K. Schott, 2020. "Aggregate and Firm-Level Stock Returns During Pandemics, in Real Time," NBER Working Papers 26950, National Bureau of Economic Research, Inc.
- repec:zbw:bofitp:2020_015 is not listed on IDEAS
- Prelorentzos, Arsenios-Georgios N. & Konstantakis, Konstantinos N. & Michaelides, Panayotis G. & Xidonas, Panos & Goutte, Stephane & Thomakos, Dimitrios D., 2024. "Introducing the GVAR-GARCH model: Evidence from financial markets," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 91(C).
- Nakabayashi, Masaki, 2017. "Contained crisis and socialized risk," Research in International Business and Finance, Elsevier, vol. 40(C), pages 231-241.
- Ștefan Cristian Gherghina & Daniel Ștefan Armeanu & Camelia Cătălina Joldeș, 2020. "Stock Market Reactions to COVID-19 Pandemic Outbreak: Quantitative Evidence from ARDL Bounds Tests and Granger Causality Analysis," IJERPH, MDPI, vol. 17(18), pages 1-35, September.
- Guo, Xu & Li, Runze & Liu, Jingyuan & Zeng, Mudong, 2023. "Statistical inference for linear mediation models with high-dimensional mediators and application to studying stock reaction to COVID-19 pandemic," Journal of Econometrics, Elsevier, vol. 235(1), pages 166-179.
- Ľuboš Pástor & M Blair Vorsatz & Jeffrey Pontiff, 0.
"Mutual Fund Performance and Flows during the COVID-19 Crisis,"
The Review of Asset Pricing Studies, Society for Financial Studies, vol. 10(4), pages 791-833.
- Lubos Pastor & M. Blair Vorsatz, 2020. "Mutual Fund Performance and Flows During the COVID-19 Crisis," Working Papers 2020-96, Becker Friedman Institute for Research In Economics.
- Pástor, Luboš & Vorsatz, Blair, 2020. "Mutual Fund Performance and Flows During the COVID-19 Crisis," CEPR Discussion Papers 15033, C.E.P.R. Discussion Papers.
- Lubos Pastor & M. Blair Vorsatz, 2020. "Mutual Fund Performance and Flows During the COVID-19 Crisis," NBER Working Papers 27551, National Bureau of Economic Research, Inc.
- Topcu, Mert & Gulal, Omer Serkan, 2020. "The impact of COVID-19 on emerging stock markets," Finance Research Letters, Elsevier, vol. 36(C).
- Gregory, Richard Paul, 2022. "ESG scores and the response of the S&P 1500 to monetary and fiscal policy during the Covid-19 pandemic," International Review of Economics & Finance, Elsevier, vol. 78(C), pages 446-456.
- Harrison Hong & Jeffrey D. Kubik & Neng Wang & Xiao Xu & Jinqiang Yang, 2020. "Pandemics, Vaccines and an Earnings Damage Function," NBER Working Papers 27829, National Bureau of Economic Research, Inc.
- Papadamou, Stephanos & Fassas, Athanasios P. & Kenourgios, Dimitris & Dimitriou, Dimitrios, 2023. "Effects of the first wave of COVID-19 pandemic on implied stock market volatility: International evidence using a google trend measure," The Journal of Economic Asymmetries, Elsevier, vol. 28(C).
- Yahyaei, Hamid & Singh, Abhay & De Mello, Lurion, 2024. "The Federal Reserve’s Quantitative Easing policy and volatility spillovers: Evidence from Australia," International Review of Economics & Finance, Elsevier, vol. 94(C).
- Balcilar, Mehmet & Ozdemir, Zeynel Abidin & Ozdemir, Huseyin & Wohar, Mark E., 2020.
"Fed’s unconventional monetary policy and risk spillover in the US financial markets,"
The Quarterly Review of Economics and Finance, Elsevier, vol. 78(C), pages 42-52.
- Mehmet Balcilar & Zeynel Abidin Ozdemir & Huseyin Ozdemir & Mark E. Wohar, 2019. "Fed’s Unconventional Monetary Policy and Risk Spillover in the US Financial Markets," Working Papers 15-47, Eastern Mediterranean University, Department of Economics.
- Croce, Mariano & Farroni, Paolo & Wolfskeil, Isabella, 2020. "When the Markets Get COVID: COntagion, Viruses, and Information Diffusion," CEPR Discussion Papers 14674, C.E.P.R. Discussion Papers.
- Takahashi, Hidenori & Yamada, Kazuo, 2021. "When the Japanese stock market meets COVID-19: Impact of ownership, China and US exposure, and ESG channels," International Review of Financial Analysis, Elsevier, vol. 74(C).
- Hong Ru & Endong Yang & Kunru Zou, 2021.
"Combating the COVID-19 Pandemic: The Role of the SARS Imprint,"
Management Science, INFORMS, vol. 67(9), pages 5606-5615, September.
- Ru, Hong & Yang, Endong & Zou, Kunru, 2020. "Combating the COVID-19 pandemic: The role of the SARS imprint," BOFIT Discussion Papers 15/2020, Bank of Finland Institute for Emerging Economies (BOFIT).
- Guo, Xu & Li, Runze & Liu, Jingyuan & Zeng, Mudong, 2024. "Reprint: Statistical inference for linear mediation models with high-dimensional mediators and application to studying stock reaction to COVID-19 pandemic," Journal of Econometrics, Elsevier, vol. 239(2).
- Omrane Guedhami & April Knill & William L. Megginson & Lemma W. Senbet, 2022. "The dark side of globalization: Evidence from the impact of COVID-19 on multinational companies," Journal of International Business Studies, Palgrave Macmillan;Academy of International Business, vol. 53(8), pages 1603-1640, October.
More about this item
Keywords
Coronavirus; Financial markets; Pandemic; Quantitative easing; Systemic risk;All these keywords.
JEL classification:
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
- G18 - Financial Economics - - General Financial Markets - - - Government Policy and Regulation
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:finlet:v:36:y:2020:i:c:s1544612320304050. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/locate/frl .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.