Zitieren

Al-Awadhi, A. M.; Al-Saifi, K.; Al-Awadhi, A.; Alhamadi, S. (2020). Death and contagious infectious diseases: Impact of the COVID-19 virus on stock market returns. Journal of Behavioral and Experimental Finance. 100326.10.1016/j.jbef.2020.100326 Search in Google Scholar

Alber, N. (2020). The effect of Coronavirus spread on stock markets: The case of the worst 6 countries. Available at: SSRN 3578080. Search in Google Scholar

Ashraf, B. N. (2020). Stock markets’ reaction to COVID-19: Cases or fatalities? Research in International Business and Finance 54, 101249.10.1016/j.ribaf.2020.101249 Search in Google Scholar

Baiga, A. S.; Buttb, H. A.; Haroona, O.; Rizvia, S. A. R. (2020). Deaths, panic, lockdowns and US equity markets: The case of COVID-19 pandemic. Finance Research Letters 38.10.2139/ssrn.3584947 Search in Google Scholar

Baker, S. R.; Bloom, N.; Davis, S. J.; Kost, K.; Sammon, M.; Viratyosin, T. (2020). The unprecedented stock market reaction to COVID-19. The Review of Asset Pricing Studies 10(4): 742–758.10.3386/w26945 Search in Google Scholar

Bloom, D. E.; Canning, D. (2000). The health and wealth of nations. Science 287(5456): 1207–1209. Search in Google Scholar

Chen, C. D.; Chen, C. C.; Tang, W. W.; Huang, B. Y. (2009). The positive and negative impacts of the S.A.R.S. outbreak: A case of the Taiwan industries. The Journal of Developing Areas 43(1): 281–293. Search in Google Scholar

Chen, M. H.; Jang, S. S.; Kim, W. G. (2007). The impact of the SARS outbreak on Taiwanese hotel stock performance: An event-study approach. International Journal of Hospitality Management 26(1): 200–212. Search in Google Scholar

Cheung, Y. W.; Lai, K. S. (1993). Finite-sample sizes of Johansen’s likelihood ratio tests for cointegration. Oxford Bulletin of Economics and Statistics 55: 313–328. Search in Google Scholar

Dang, T. L.; Nguyen, T. M. H. (2020). Liquidity risk and stock performance during the financial crisis. Research in International Business and Finance 52. 101165.10.1016/j.ribaf.2019.101165 Search in Google Scholar

Dickey, D. A.; Fuller, W. A. (1979). Distribution of the estimators for autoregressive time series with a unit root. Journal of the American Statistical Association 74: 427–431. Search in Google Scholar

Dickey, D. A.; Fuller, W. A. (1981). Likelihood ratio statistics for autoregressive time series with a unit root. Econometrica 49: 1057–1071. Search in Google Scholar

Elsayed, A.; Elrhim, Abd. (2020). The effect of COVID-19 spread on Egyptian stock market sectors. Available at: SSRN 3608734. Search in Google Scholar

Engle, R. F.; Granger, C. W. J. (1987). Cointegration and error correction: Representation, estimation and testing. Econometrica 55: 251–276. Search in Google Scholar

Ertuğrul, H. M.; Güngör, B. O.; Soytaş, U. (2020). The effect of the COVID-19 outbreak on the Turkish diesel consumption volatility dynamics. Energy Research Letters 1(3). 17496.10.46557/001c.17496 Search in Google Scholar

Fitzgerald, M. (2020). Coronavirus and market volatility shuts down the IPO market for potential listings like Airbnb. Retrieved from: https://www.cnbc.com/2020/03/14/coronavirus-and-marketvolatility-shuts-down-the-ipo-market-for-potential-listings-like-airbnb.html; downloaded on: 02.18.2020. Search in Google Scholar

Gil-Alana, L. A.; Monge, M. (2020). Crude oil prices and COVID-19: Persistence of the shock, Energy Research Letters 1(1). 13200. Search in Google Scholar

Hansen, B. E. (2002). Tests for parameter instability in regressions with I(1) processes. Journal of Business and Economic Statistics 20(1): 45–59. Search in Google Scholar

He, Q.; Liu, J.; Wang, Z.; Yu, J. (2020). The impact of COVID-19 on stock markets. Economic and Political Studies 8(3): 275–288. Search in Google Scholar

Johansen, S. (1988). Statistical analysis of cointegration vectors. Journal of Economic Dynamics and Control 12: 231–254. Search in Google Scholar

Kwiatkowski, D.; Phillips, P. C.; Schmidt, P.; Shin, Y. (1992). Testing the null hypothesis of stationary against the alternative of a unit root. Journal of Econometrics 54: 159–178. Search in Google Scholar

Lee, J. W.; Wang, Z. (2018). Spillover effects of foreign direct investment inflows and exchange rates on the banking industry in China. Journal of Asian Finance, Economics and Business 5(2): 15–24. Search in Google Scholar

Liu, H.; Manzoor, A.; Wang, C.; Zhang, L.; Manzoor, Z. (2020). The COVID-19 outbreak and affected countries’ stock markets response. International Journal of Environmental Research and Public Health 17(8). 2800.10.3390/ijerph17082800 Search in Google Scholar

Meer, J.; Miller, D. L.; Rosen, H. S. (2003). Exploring the health–wealth nexus. Journal of Health Economics 22(5): 713–730.10.3386/w9554 Search in Google Scholar

Narayan P. K.; Devpura, N.; Wang, H. (2020): Japanese currency and stock market: What happened during the COVID-19 pandemic? Economic Analysis and Policy 68: 191–198.10.1016/j.eap.2020.09.014 Search in Google Scholar

Narayan, P. K.; Narayan, S. (2005). Estimating income and price elasticities of imports for Fiji in a cointegration framework. Economic Modelling 22: 423–438. Search in Google Scholar

Ngwakwe, C. C. (2020). Effect of COVID-19 pandemic on global stock market values: A differential analysis. Economica 16(2): 255–269. Search in Google Scholar

Nippani, S.; Washer, K. M. (2004). SARS: A non-event for affected countries’ stock markets? Applied Financial Economics 14(5): 1105–1110.10.1080/0960310042000310579 Search in Google Scholar

Okorie, D. I.; Lin, B. (2020). Stock markets and the COVID-19 fractal contagion effects. Finance Research Letters 101640. Search in Google Scholar

Onali, E. (2020). Covid-19 and stock market volatility. Available at: SSRN 3571453. Search in Google Scholar

Park, J. Y. (1992). Canonical cointegrating regressions. Econometrica: Journal of the Econometric Society 60: 119–143. Search in Google Scholar

Phillips, P. C.; Hansen, B. E. (1990). Statistical inference in instrumental variable regression with I (1) processes. Review of Economic Studies 57(1): 99–125. Search in Google Scholar

Phillips, P. C.; Perron, P. (1988). Testing for a unit root in time series regression. Biometrica 75(2): 335–346. Search in Google Scholar

Ramelli, S.; Wagner, A. F. (2020). Feverish stock price reactions to COVID-19. CEPR Discussion Paper 14511.10.1093/rcfs/cfaa012 Search in Google Scholar

Ru, H.; Yang, E.; Zou, K. (2020). What do we learn from SARS-CoV-1 to SARSCoV-2: Evidence from global stock markets. Available at: SSRN 3569330. Search in Google Scholar

Saboori, B.; Sapri, M.; bin Baba, M. (2014). Economic growth, energy consumption and CO2 emissions in OECD’s transport sector: A fully modified bi-directional relationship approach. Energy 66: 150–161. Search in Google Scholar

Saikkonen, P. (1992). Estimation and testing of cointegrated systems by an autoregressive approximation. Econometric Theory 8(1): 1–27. Search in Google Scholar

Salisu, A. A.; Ebuh, G. U.; Usman, N. (2020). Revisiting oil-stock nexus during COVID-19 pandemic: Some preliminary results (2020). International Review of Economics and Finance 69: 280–294. Search in Google Scholar

Stock, J. H.; Watson, M. W. (1993). A simple estimator of cointegrating vectors in higher order integrated systems. Econometrica 61: 783–820. Search in Google Scholar

eISSN:
2360-0047
Sprache:
Englisch
Zeitrahmen der Veröffentlichung:
Volume Open
Fachgebiete der Zeitschrift:
Wirtschaftswissenschaften, Volkswirtschaft, Wirtschaftstheorie, -systeme und -strukturen