Time-frequency co-movement between COVID-19 and Pakistan's Stock Market: Empirical evidence from wavelet coherence analysis

S Ali, M Naveed, A Saleem, MW Nasir - Annals of Financial …, 2022 - World Scientific
Purpose: This paper aims to analyze the impact of COVID-19 on Pakistan's traditional (KSE-
100) and Islamic (KMI-30) stock market returns. Methodology: This study uses daily data of …

Investigating COVID-19 spillovers in the US economy with a dynamic CGE model

I Ahmed, C Socci, S Deriu, S D'Andrea, NM Mathkur - Kybernetes, 2023 - emerald.com
Purpose The recent COVID-19 is forcing governments to implement policies on a large scale
to counter its spread. A central issue in the economic debate is the effective quantification of …

The Impact of COVID‐19 Crisis on Stock Markets' Statistical Complexity

B Dima, SM Dima, R Ioan - Complexity, 2022 - Wiley Online Library
The spread of the COVID‐19 pandemic has severely impacted all aspects of social and
economic life, including the evolution of stock markets. Thus, we advance a methodological …

The Impact of COVID-19 on Financial Market Volatility in Saudi Arabia

L Jamel - Blockchain Applications for Smart Contract …, 2024 - igi-global.com
This study aims to investigate the impact of unexpected events related to new cases,
confirmed cases, and death cases of COVID-19 on the volatility of the financial market in …

Does COVID-19 News Influence Financial Market Volatility in Tunisia?

L Jamel - Blockchain Applications for Smart Contract …, 2024 - igi-global.com
This chapter examines the effect of surprises from financial markets announcements relating
to new, confirmed, and death cases of COVID-19 in USA on the volatility of financial markets …