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The International Spread of COVID-19 Stock Market Collapses. (2020). de Pace, Pierangelo ; DePace, Pierangelo ; Contessi, Silvio.
In: Economics Department, Working Paper Series.
RePEc:clm:pomwps:1013.

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    In: The North American Journal of Economics and Finance.
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  3. THE INFLUENCE OF THE COVID 19 ON THE BET AND WIG20 INDICES. COMPARATIVE ASPECTS. (2021). Barnut, Catalin Florin.
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  4. Multidimensional risk spillovers among crude oil, the US and Chinese stock markets: Evidence during the COVID-19 epidemic. (2021). Lu, Tuantuan ; Wei, YU ; Tang, Yong ; Zhu, Pengfei.
    In: Energy.
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  5. Fear of the Coronavirus and Cryptocurrencies returns. (2021). Hadhri, Sinda.
    In: Economics Bulletin.
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References

References cited by this document

  1. Alfaro, L., Chari, A., Greenland, A. N., and Schott, P. K. (2020). Aggregate and firm-level stock returns during pandemics, in real time. National Bureau of Economic Research No. 26,950.

  2. Baker, S. R., Bloom, N., Davis, S. J., Kost, K. J., Sammon, M. C., and Viratyosin, T. (2020). The unprecedented stock market impact of COVID-19. National Bureau of Economic Research Working Paper No. 26,945.

  3. Cepoi, C. (2020). Asymmetric dependence between stock market returns and news during COVID19 financial turmoil. Finance Research Letters, Forthcoming.

  4. Contessi, S., De Pace, P., and Guidolin, M. (2020). Mildy explosive dynamics in U.S. fixed income markets. European Journal of Operational Research, Forthcoming.

  5. Croce, M. M., Farroni, P., and Wolfskeil, I. (2020). When the markets get covid: Contagion, viruses, and information diffusion. CEPR Discussion Paper No. 14,674.

  6. Episodes of exuberance in housing markets: In search of the smoking gun. The Journal of Real Estate Finance and Economics, 53(4):419–449. Phillips, P. C. B., Shi, S., and Yu, J. (2015). Testing for multiple bubbles: Historical episodes of exuberance and collapse in the S&P 500. International Economic Review, 56(4):1043–1078.
    Paper not yet in RePEc: Add citation now

  7. Gormsen, N. J. and Koijen, R. S. J. (2020). Coronavirus: Impact on stock prices and growth expectations.

  8. Milunovich, G., Shi, S., and Tan, D. (2019). Bubble detection and sector trading in real time. Quantitative Finance, 19(2):247–263.

  9. Okorie, D. I. and Lin, B. (2020). Stock markets and the COVID-19 fractal contagion effects. Finance Research Letters, Forthcoming.

  10. Pagano, M., Wagner, C., and Zechner, J. (2020). Disaster resilience and asset price. Covid Economics: Vetted and Real-Time Paper N. 21.

  11. Phillips, P. C. B. and Yu, J. (2011). Dating the timeline of financial bubbles during the subprime crisis.

  12. Quantitative Economics, 2(3):455–491. Ramelli, S. and Wagner (2020). Feverish stock price reactions to COVID-19. CEPR Discussion Paper N.

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