Emerging markets' response to COVID-19: Insights from arbitrages strategies

W Jialu, L Zhao, H Li, X Guo - Heliyon, 2024 - cell.com
Global capital markets are sensitive to extreme and physical events. This research explores
the influence of COVID-19 on cross-border arbitrage strategies in emerging markets …

[PDF][PDF] 危机会影响回报溢出吗?: 来自亚太发达股市的证据

U Kayani, M Khan, F Nawaz, H Nasseredine, A Dhabi - 2024 - researchgate.net
摘要该研究的目的是调查新冠肺炎大流行和俄罗斯-乌克兰危机期间亚太发达股票市场的动态
回报溢出效应. 该研究利用了2020 年3 月11 日至2023 年9 月30 日股票市场的每日频率数据 …

DO CRISES IMPACT RETURN SPILLOVERS?: EVIDENCE FROM ASIA-PACIFIC DEVELOPED STOCK MARKETS

U Kayani, M Khan, F Nawaz, H Nasseredine - Journal of Southwest Jiaotong …, 2024 - jsju.org
The objective of the study was to investigate the dynamic return spillovers among Asia-
Pacific developed stock markets during the COVID-19 pandemic and Russia-Ukraine crisis …