The asymmetric effect of COVID-19 government interventions on global stock markets: New evidence from QARDL and threshold regression approaches-Reference-Cited by-同舟云学术

The asymmetric effect of COVID-19 government interventions on global stock markets: New evidence from QARDL and threshold regression approaches

Published:2022-09-26 Issue:4 Volume:51 Page:268-288
ISSN:1029-3523
Container-title:Investment Analysts Journal
language:en
Short-container-title:Investment Analysts Journal

Author:

Abdullah Mohammad¹^ORCID,Wali Ullah G. M.²^ORCID,Chowdhury Mohammad Ashraful Ferdous³^ORCID

Affiliation:

1. Faculty of Business and Management, Universiti Sultan Zainal Abidin, Malaysia

2. Finance Discipline, Australian Institute of Business (AIB), Australia

3. Interdisciplinary Research Center (IRC) for Finance and Digital Economy, KFUPM Business School, King Fahd University of Petroleum and Minerals (KFUPM), Dhahran, Saudi Arabia

Publisher

Informa UK Limited

Subject

Economics and Econometrics,Finance,Accounting

Link

https://www.tandfonline.com/doi/pdf/10.1080/10293523.2022.2112665

Reference61 articles.

1. COVID-19, government interventions and emerging capital markets performance

2. Stock market liquidity, the great lockdown and the COVID-19 global pandemic nexus in MENA countries

3. Death and contagious infectious diseases: Impact of the COVID-19 virus on stock market returns

4. Albulescu, C. (2020). Coronavirus and financial volatility: 40 days of fasting and fear. Available at SSRN: https://ssrn.com/abstract=3550630 or http://doi.org/10.2139/ssrn.3550630

5. Albulescu, C., Grecu, E., Zaremba, A. & Aharon, D. Y. (2021). Government interventions and sovereign bond market volatility during COVID-19: A Quantile analysis. Available https://doi.org/10.2139/ssrn.3823189

Cited by 17 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Analyzing public sentiment toward economic stimulus using natural language processing;Transforming Government: People, Process and Policy;2024-08-15

2. Constructing sustainable halal tourism composite performance index for the global halal tourism industry;Asia Pacific Journal of Tourism Research;2024-05-13

3. Investigating the Effects of the COVID-19 Pandemic on Stock Volatility in Sub-Saharan Africa: Analysis Using Explainable Artificial Intelligence;Economies;2024-05-08

4. Government interventions and stock market performance during COVID-19 pandemic: Empirical evidence from Ghana;Cogent Social Sciences;2024-04-15

5. Asymmetric dynamics between geopolitical conflict sentiment and cryptomarkets;Research in International Business and Finance;2024-04