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Finance Research Letters|April 12, 2022
Measuring systemic risk during the COVID-19 period: A TALIS3 approachMassimiliano Caporin, Laura Garcia-Jorcano, Juan-Angel Jimenez-MartinFinance Research Letters|February 7, 2022
Testing the safe-haven properties of gold and bitcoin in the backdrop of COVID-19: A wavelet quantile correlation approachAnoop S Kumar, Steven Raj PadakandlaFinance Research Letters|February 28, 2022
International spillover of central bank swap lines - Evidence from the COVID-19 experience of KoreaYoungjin YunFinance Research Letters|February 28, 2022
Backtesting VaR under the COVID-19 sudden changes in volatilityBrenda Castillo, Ángel León, Trino-Manuel ÑíguezFinance Research Letters|February 28, 2022
The COVID-19 pandemic haunting the transmission of the quantitative easing to the exchange rateDonia AlouiFinance Research Letters|March 16, 2022
Systemic risk-sharing framework of cryptocurrencies in the COVID-19 crisisMd Akhtaruzzaman, Sabri Boubaker, Duc Khuong Nguyen, et al.Finance Research Letters|November 22, 2021
Futures market and the contagion effect of COVID-19 syndromeAmeet Kumar BanerjeeFinance Research Letters|January 23, 2023
Covid-19 vaccines and investment performance: Evidence from equity funds in European UnionNawazish Mirza, Muhammad Umar, Jasmina MangaficFinance Research Letters|January 16, 2023
Time-frequency volatility transmission among energy commodities and financial markets during the COVID-19 pandemic: A Novel TVP-VAR frequency connectedness approachJionghao Huang, Baifan Chen, Yushi Xu, et al.Finance Research Letters|December 26, 2022
Stock markets' reaction to Covid-19: Moderating role of national cultureBadar Nadeem AshrafPageof 23