COVID-19 has had significant impact on US stock market volatility. This study focuses on
understanding the regime change from lower to higher volatility identified with a Markov …

We examine the impact of the Russia-Ukraine war on the value of global currencies against
the US dollar (USD) using event study methodology and market model estimates. We show …

This study investigates whether contagious infectious diseases affect stock market
outcomes. As a natural experiment, we use panel data analysis to test the effect of the …

The impact of the COVID-19 lockdown on stock market performance: evidence from
Vietnam | Emerald Insight Books and journals Case studies Expert Briefings Open Access …

This paper aims to measure the impact of COVID‐19 and changes in economic policy
uncertainty (EPU) on the US stock market volatility using Event Study, Stepwise Regression …

This study investigates the impact of COVID-19 pandemic on the microstructure of US equity
markets. In particular, we explain the liquidity and volatility dynamics via indexes that …

This study examines the market reaction to the 2022 Russian invasion of Ukraine on the
leading European Union stock market indices employing the event study method, cross …

The COVID-19 epidemic has caused a severe impact on global financial markets.
Considering that solar energy is an important basis for future energy development, it is …

This paper examines the asymmetric return spillovers between crude oil futures, gold futures
and ten sector stock markets of China. The results show using the spillover index of Diebold …

This paper assesses the role of gold as a safe haven or hedge against crude oil price risks.
We employ the asymmetric VARMA-GARCH model, using daily data from January 2016 to …