Financial markets under the global pandemic of COVID-19
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Summary
The potential consequence of policy interventions, such as the US’ decision to implement a zero-percent interest rate and unlimited quantitative easing (QE), and how these policies may introduce further uncertainties into global financial markets are analyzed.
- Type
- article
- Published
- 2020-04-16
- Cited by
- 2,113
- References
- 13
- Access
- Open access
- OpenAlex
- https://openalex.org/W3016752284
- Semantic Scholar
- https://api.semanticscholar.org/CorpusID:215769614
Keywords
Financial market, Pandemic, Coronavirus disease 2019 (COVID-19), Interest rate, Business
References
- Unconventional monetary policy and the spillovers to emerging markets
- Financial Crisis, US Unconventional Monetary Policy and International Spillovers
- Responding to global infectious disease outbreaks: Lessons from SARS on the role of risk perception, communication and management
- Quantitative Easing and Volatility Spillovers Across Countries and Asset Classes
- Introduction to Econophysics
- Social-media and intraday stock returns: The pricing power of sentiment
- Responding to Covid-19 - A Once-in-a-Century Pandemic?
- Coronavirus: Impact on Stock Prices and Growth Expectations
- Report 12: The global impact of COVID-19 and strategies for mitigation and suppression
- The Coronavirus and the Great Influenza Epidemic - Lessons from the 'Spanish Flu' for the Coronavirus's Potential Effects on Mortality and Economic Activity
- Introduction to Econophysics
- The Coronavirus and the Great Influenza Pandemic: Lessons from the “Spanish Flu” for the Coronavirus’s Potential Effects on Mortality and Economic Activity
Cited by
- Network based evidence of the financial impact of Covid-19 pandemic
- COVID-19 in Africa: socio-economic impact, policy response and opportunities
- COVID-19 and investor behavior
- Canadian stock market volatility under COVID-19
- Wealth distribution under the spread of infectious diseases.
- COVID-19: Media coverage and financial markets behavior—A sectoral inquiry
- Stock markets’ reaction to COVID-19: Cases or fatalities?
- Financial contagion during COVID–19 crisis
- Searching for safe-haven assets during the COVID-19 pandemic
- Infected Markets: Novel Coronavirus, Government Interventions, and Stock Return Volatility around the Globe
- Market reactions to the arrival and containment of COVID-19: An event study
- Feeling Like It is Time to Reopen Now? COVID-19 New Normal Scenarios based on Reopening Sentiment Analytics
- Return connectedness across asset classes around the COVID-19 outbreak
- COVID-19 Lockdown Intensity and Stock Market Returns: A Spatial Econometrics Approach
- Canadian banks’ responses to COVID-19: a strategic positioning analysis
- Feeling Positive About Reopening? New Normal Scenarios From COVID-19 US Reopen Sentiment Analytics
- COVID-19 Pandemic Burden on Global Economy: A Paradigm Shift
- A joint impulse response function for vector autoregressive models
- Is Overnight Volatility Overlooked?
- Behavioral Finance and COVID-19: Cognitive Errors that Determine the Financial Future
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