Related references
Note: Only part of the references are listed.
Article
Business, Finance
Patrick Augustin et al.
Summary: The study finds that during the COVID-19 pandemic, fiscally constrained countries are particularly vulnerable to the intensity of the virus's spread, leading to increased sovereign default risk. This suggests that fiscal capacity plays a crucial role in a country's resilience to external shocks.
JOURNAL OF FINANCIAL ECONOMICS
(2022)
Article
Business, Finance
James Chong et al.
Summary: This paper estimates the impact of COVID-19 on the aggregate value of commercial real estate in the United States. Due to the compounding effects of the pandemic, commercial real estate has suffered greatly. Analyzing traded REITs provides statistical estimates of the decline in commercial real estate values. The study evaluates the impact of economic changes on commercial real estate values and finds that government monetary and fiscal policies during the early months of the pandemic have helped mitigate substantial declines.
FINANCE RESEARCH LETTERS
(2022)
Article
Business, Finance
Shaen Corbet et al.
Summary: This study examines the relationship between cryptocurrency price volatility and liquidity during the COVID-19 pandemic. The findings indicate that cryptocurrencies have emerged as potential safe-haven assets during times of financial market panic. The liquidity of cryptocurrency markets increased significantly after the World Health Organization declared a global pandemic. The results suggest significant interactions between cryptocurrency price and liquidity, supporting the argument that substantial investments entered the cryptocurrency markets as a safe-haven during this exceptional black-swan event.
FINANCE RESEARCH LETTERS
(2022)
Article
Business, Finance
Wenzhi Ding et al.
Summary: During the COVID-19 pandemic, companies with stronger financial positions, less exposure to global supply chains and customer locations, more corporate social responsibility activities, and fewer entrenched executives performed better in terms of stock returns. On the other hand, companies with greater ownership by hedge funds and other asset management companies showed worse performance.
JOURNAL OF FINANCIAL ECONOMICS
(2021)
Article
Business, Finance
Xianhang Qian et al.
Summary: The study shows that COVID-19 has a significant negative impact on housing prices in China, especially in regions with higher infection rates or worse medical conditions.
FINANCE RESEARCH LETTERS
(2021)
Article
Business, Finance
Larisa Yarovaya et al.
Summary: The study findings indicate that during the COVID-19 pandemic, Islamic bonds demonstrate safe haven properties, while spillovers between conventional and Islamic stock markets intensify. COVID-19, oil, and gold are strong predictors of the spillovers between conventional and Islamic markets.
FINANCE RESEARCH LETTERS
(2021)
Article
Business, Finance
Rocco Caferra et al.
Summary: This research examines the behavior of cryptocurrencies and stock markets during the COVID-19 pandemic. The study found a financial contagion in March, with both cryptocurrency and stock prices falling steeply. Despite this downturn, cryptocurrencies rebounded quickly, while stock markets remained in a bear phase. The findings suggest that the price dynamics during the pandemic depend on the type of market, and that cryptocurrencies may have hedging properties in response to such drastic events, which could be relevant for investors.
FINANCE RESEARCH LETTERS
(2021)
Article
Business, Finance
Wael Rouatbi et al.
Summary: Vaccination programs have helped stabilize global equity markets, with a relatively stronger impact seen in developed markets.
INTERNATIONAL REVIEW OF FINANCIAL ANALYSIS
(2021)
Article
Public, Environmental & Occupational Health
R. Khalfaoui et al.
Summary: This paper examines the time-varying connectedness between COVID-19 vaccination, infection rate, case fatality ratio, and US stock market returns, revealing a positive and significant influence at most business cycle frequencies with an in-phase relation. It suggests that the US government should continue intervention with their vaccination strategy for economic recovery.
Article
Business, Finance
Rudiger Fahlenbrach et al.
Summary: Companies with greater financial flexibility are more resilient to revenue shortfalls caused by the COVID-19 shock, experiencing lower stock price drops compared to less flexible firms within the same industry. Companies more exposed to the shock benefit more from cash holdings, and recent payouts do not worsen average stock price drops. These results cannot be attributed to a leverage effect.
REVIEW OF FINANCIAL STUDIES
(2021)
Article
Business, Finance
L. A. Smales
Summary: The study reveals that during the COVID-19 crisis, the increase in Google search volume (GSV) negatively impacts global stock returns and is associated with higher volatility. The rise in internet searches also accelerates the flow of information into financial markets. Affected by the crisis, retail investors are mainly focused on resolving uncertainty about household fears rather than seeking information on potential stock purchases.
INTERNATIONAL REVIEW OF FINANCIAL ANALYSIS
(2021)
Article
Business, Finance
Niels Joachim Gormsen et al.
REVIEW OF ASSET PRICING STUDIES
(2020)
Article
Business, Finance
Michael Halling et al.
REVIEW OF CORPORATE FINANCE STUDIES
(2020)
Article
Business, Finance
Viral V. Acharya et al.
REVIEW OF CORPORATE FINANCE STUDIES
(2020)
Article
Business, Finance
Stefano Ramelli et al.
REVIEW OF CORPORATE FINANCE STUDIES
(2020)
Article
Economics
Jonathan Dingel et al.
JOURNAL OF PUBLIC ECONOMICS
(2020)
Article
Economics
L Pástor et al.
JOURNAL OF POLITICAL ECONOMY
(2003)
