These tools will no longer be maintained as of December 31, 2024. Archived website can be found here. PubMed4Hh GitHub repository can be found here. Contact NLM Customer Service if you have questions.
108 related articles for article (PubMed ID: 36691402)
1. COVID-19 and stock returns: Evidence from the Markov switching dependence approach. Bouteska A; Sharif T; Abedin MZ Res Int Bus Finance; 2023 Jan; 64():101882. PubMed ID: 36691402 [TBL] [Abstract][Full Text] [Related]
2. The Risk Contagion between Chinese and Mature Stock Markets: Evidence from a Markov-Switching Mixed-Clayton Copula Model. Niu H; Xu K; Xiong M Entropy (Basel); 2023 Apr; 25(4):. PubMed ID: 37190407 [TBL] [Abstract][Full Text] [Related]
3. Regime Shifts in the Behaviour of International Currency and Equity Markets: A Markov-Switching Analysis. Dua P; Tuteja D J Quant Econ; 2021; 19(Suppl 1):309-336. PubMed ID: 34908653 [TBL] [Abstract][Full Text] [Related]
4. Unleashing the pandemic volatility: A glimpse into the stock market performance of developed economies during COVID-19. Kayani UN; Aysan AF; Khan M; Khan M; Mumtaz R; Irfan M Heliyon; 2024 Feb; 10(4):e25202. PubMed ID: 38370210 [TBL] [Abstract][Full Text] [Related]
5. Stock market returns, volatility, correlation and liquidity during the COVID-19 crisis: Evidence from the Markov switching approach. Just M; Echaust K Financ Res Lett; 2020 Nov; 37():101775. PubMed ID: 33013236 [TBL] [Abstract][Full Text] [Related]
6. Dependence between Chinese stock market and Vietnamese stock market during the Covid-19 pandemic. Nguyen VC; Nguyen TT Heliyon; 2022 Oct; 8(10):e11090. PubMed ID: 36267376 [TBL] [Abstract][Full Text] [Related]
7. Refining value-at-risk estimates using a Bayesian Markov-switching GJR-GARCH copula-EVT model. Sampid MG; Hasim HM; Dai H PLoS One; 2018; 13(6):e0198753. PubMed ID: 29933383 [TBL] [Abstract][Full Text] [Related]
8. Action for Action: Mad COVID-19, Falling Markets and Rising Volatility of SAARC Region. Saleem A Ann Data Sci; 2022; 9(1):33-54. PubMed ID: 38624865 [TBL] [Abstract][Full Text] [Related]
9. Price-switching spillovers between gold, oil, and stock markets: Evidence from the USA and China during the COVID-19 pandemic. Mensi W; Reboredo JC; Ugolini A Resour Policy; 2021 Oct; 73():102217. PubMed ID: 36567727 [TBL] [Abstract][Full Text] [Related]
10. Stock market comovements: Evidence from the COVID-19 pandemic. Zehri C J Econ Asymmetries; 2021 Nov; 24():e00228. PubMed ID: 34691197 [TBL] [Abstract][Full Text] [Related]
11. Tail-risk spillovers from China to G7 stock market returns during the COVID-19 outbreak: A market and sectoral analysis. Aloui R; Ben Jabeur S; Mefteh-Wali S Res Int Bus Finance; 2022 Dec; 62():101709. PubMed ID: 35822062 [TBL] [Abstract][Full Text] [Related]
12. Extreme risk spillovers between US and Chinese agricultural futures markets in crises: A dependence-switching copula-CoVaR model. Hu X; Zhu B; Zhang B; Zeng L PLoS One; 2024; 19(3):e0299237. PubMed ID: 38446813 [TBL] [Abstract][Full Text] [Related]
13. Stock markets' reaction to COVID-19: Cases or fatalities? Ashraf BN Res Int Bus Finance; 2020 Dec; 54():101249. PubMed ID: 34170989 [TBL] [Abstract][Full Text] [Related]
14. Co-movement between Covid-19 and G20 stock market returns: A time and frequency analysis. Phiri A; Anyikwa I; Moyo C Heliyon; 2023 Mar; 9(3):e14195. PubMed ID: 36911877 [TBL] [Abstract][Full Text] [Related]
15. Testing the nexus between stock market returns and inflation in Nigeria: Does the effect of COVID-19 pandemic matter? Jelilov G; Iorember PT; Usman O; Yua PM J Public Aff; 2020 Nov; 20(4):e2289. PubMed ID: 32837326 [TBL] [Abstract][Full Text] [Related]
16. A Markov Switching Approach in Assessing Oil Price and Stock Market Nexus in the Last Decade: The Impact of the COVID-19 Pandemic. Phoong SW; Mahi MA; Phoong SY Sage Open; 2023; 13(1):21582440231153855. PubMed ID: 36852228 [TBL] [Abstract][Full Text] [Related]
17. Multidimensional risk spillovers among crude oil, the US and Chinese stock markets: Evidence during the COVID-19 epidemic. Zhu P; Tang Y; Wei Y; Lu T Energy (Oxf); 2021 Sep; 231():120949. PubMed ID: 36569992 [TBL] [Abstract][Full Text] [Related]
18. Analysis of risk correlations among stock markets during the COVID-19 pandemic. Wu J; Zhang C; Chen Y Int Rev Financ Anal; 2022 Oct; 83():102220. PubMed ID: 36536651 [TBL] [Abstract][Full Text] [Related]
20. Response of stock market volatility to COVID-19 announcements and stringency measures: A comparison of developed and emerging markets. Bakry W; Kavalmthara PJ; Saverimuttu V; Liu Y; Cyril S Financ Res Lett; 2022 May; 46():102350. PubMed ID: 35431683 [TBL] [Abstract][Full Text] [Related] [Next] [New Search]