The research article examines the performance of the five most traded equity ETFs on the
basis of disintegration hypotheses and tracking errors. The study tests the disintegration …

We provide a quantitative synthesis of the literature utilizing meta-regression analysis on the
measurable effect of the combined health and economic crisis due to the COVID-19 …

This study aims to examine the spillover and contagion effects of global financial markets on
the Indonesian Sharia Stock Index (ISSI) post-COVID-19. The study uses the Vector Error …

This paper examines the impact of COVID-19 on select Asian countries and the
cointegration between the countries with high covid recovery rates and the countries with the …

The Indonesian stock market is unique because of its economic relations with China and the
United States, the world's two biggest economies that are severely impacted by the COVID …

Abstract COVID-19 (COV) pandemic has brought many misfortunes to the economies of the
country. Industries were shut down due to lockdown; production was stopped, which affected …

No presente artigo estendemos o Fama-French (FF), modelo de três fatores, incluindo os
índices de volatilidade implícita US VIX e European VSTOXX. Além disso, o índice de …

In the present paper we extended the Fama-French (FF), three-factor model, by including the
US VIX and European VSTOXX implied volatility indexes. Also, the Baker, Bloom Davis …

Purpose: The novel corona virus has led to unprecedented repercussions on daily life and
the economy. This article analyses the effect of epidemic COVID 19 on investment behavior …