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Finance Research Letters|September 27, 2021
Do stock markets love misery? Evidence from the COVID-19Bruno S Sergi, Maretno Agus Harjoto, Fabrizio Rossi, et al.Finance Research Letters|August 25, 2020
Volatility spillover around price limits in an emerging marketOsman Ulas Aktas, Lawrence Kryzanowski, Jie ZhangFinance Research Letters|August 25, 2020
The impact of COVID-19 on the degree of dependence and structure of risk-return relationship: A quantile regression approachAsil AzimliFinance Research Letters|August 25, 2020
COVID-19, insurer board utility, and capital regulationXuelian Li, Panpan Lin, Jyh-Horng LinFinance Research Letters|August 25, 2020
The role of ESG performance during times of financial crisis: Evidence from COVID-19 in ChinaDavid C Broadstock, Kalok Chan, Louis T W Cheng, et al.Finance Research Letters|April 14, 2023
The response of money market funds to the COVID-19 pandemicKyle D Allen, Ahmed Baig, Drew B WintersFinance Research Letters|September 27, 2021
Reactions of euro area government yields to Covid-19 related policy measure announcements by the European Commission and the European Central BankRalf Fendel, Frederik Neugebauer, Lilli ZimmermannFinance Research Letters|November 8, 2021
Global evidence of the COVID-19 shock on real equity prices and real exchange rates: A counterfactual analysis with a threshold-augmented GVAR modelAfees A Salisu, Taofeek O Ayinde, Rangan Gupta, et al.Finance Research Letters|February 8, 2021
Quantifying financial market dynamics: Scaling law in rank mobility of Chinese stock pricesYongbin Shi, Miao Yu, Liujun Chen, et al.Finance Research Letters|December 14, 2021
COVID-19 and the liquidity networkYasmine Farzami, Russell Gregory-Allen, Alexander Molchanov, et al.Pageof 23