Matches in SemOpenAlex for { <https://semopenalex.org/work/W3087276054> ?p ?o ?g. }
- W3087276054 abstract "The COVID-19 pandemic has induced chaos and turbulence in financial markets. The ongoing discussions and expectations for the future are quite bleak. In this study, we analyze the current status of the deterioration in foreign exchange markets by comparing it with the turbulence seen in the Global Financial Crisis in 2008–2009. We employ various tests in this investigation: the Kapetanios m-break unit root test, downside variance, upside risk, volatility skewness, Gaussian VaR, historical VaR, and modified VaR. According to the results of the majority of methods, the turmoil in exchange markets is not as bad yet as the period of the Global Financial Crisis. However, the volatility skewness demonstrates a different picture that is parallel to the pessimism in the media. Additionally, it is seen that of six foreign exchange rates, only the Japanese yen demonstrates a higher risk during the COVID-19 pandemic than that observed in the Global Financial Crisis." @default.
- W3087276054 created "2020-09-25" @default.
- W3087276054 creator A5074444034 @default.
- W3087276054 date "2020-01-01" @default.
- W3087276054 modified "2023-09-27" @default.
- W3087276054 title "COVID-19 Pandemic Versus Global Financial Crisis: Evidence from Currency Market" @default.
- W3087276054 cites W1525867147 @default.
- W3087276054 cites W1547990223 @default.
- W3087276054 cites W1611799189 @default.
- W3087276054 cites W1981655853 @default.
- W3087276054 cites W2020816264 @default.
- W3087276054 cites W2039734130 @default.
- W3087276054 cites W2050066109 @default.
- W3087276054 cites W2053060438 @default.
- W3087276054 cites W2062985822 @default.
- W3087276054 cites W2064899659 @default.
- W3087276054 cites W2066580768 @default.
- W3087276054 cites W2154763780 @default.
- W3087276054 cites W2482896810 @default.
- W3087276054 cites W2765146018 @default.
- W3087276054 cites W2785593728 @default.
- W3087276054 cites W2790910204 @default.
- W3087276054 cites W2791663454 @default.
- W3087276054 cites W2803805892 @default.
- W3087276054 cites W2906911820 @default.
- W3087276054 cites W3017452399 @default.
- W3087276054 cites W3036899699 @default.
- W3087276054 cites W3040906026 @default.
- W3087276054 cites W3044767998 @default.
- W3087276054 cites W3088925262 @default.
- W3087276054 cites W3121841553 @default.
- W3087276054 cites W3122186884 @default.
- W3087276054 cites W3122768207 @default.
- W3087276054 cites W3124093763 @default.
- W3087276054 cites W3124317733 @default.
- W3087276054 cites W3124420386 @default.
- W3087276054 cites W4211220716 @default.
- W3087276054 cites W4250819978 @default.
- W3087276054 cites W96942764 @default.
- W3087276054 cites W97591930 @default.
- W3087276054 doi "https://doi.org/10.2139/ssrn.3584249" @default.
- W3087276054 hasPublicationYear "2020" @default.
- W3087276054 type Work @default.
- W3087276054 sameAs 3087276054 @default.
- W3087276054 citedByCount "9" @default.
- W3087276054 countsByYear W30872760542020 @default.
- W3087276054 countsByYear W30872760542021 @default.
- W3087276054 countsByYear W30872760542022 @default.
- W3087276054 countsByYear W30872760542023 @default.
- W3087276054 crossrefType "journal-article" @default.
- W3087276054 hasAuthorship W3087276054A5074444034 @default.
- W3087276054 hasConcept C116675565 @default.
- W3087276054 hasConcept C126322002 @default.
- W3087276054 hasConcept C139719470 @default.
- W3087276054 hasConcept C141121606 @default.
- W3087276054 hasConcept C144133560 @default.
- W3087276054 hasConcept C159047783 @default.
- W3087276054 hasConcept C162324750 @default.
- W3087276054 hasConcept C2776671347 @default.
- W3087276054 hasConcept C2778300220 @default.
- W3087276054 hasConcept C2779134260 @default.
- W3087276054 hasConcept C3006700255 @default.
- W3087276054 hasConcept C3007834351 @default.
- W3087276054 hasConcept C3008058167 @default.
- W3087276054 hasConcept C524204448 @default.
- W3087276054 hasConcept C556758197 @default.
- W3087276054 hasConcept C71924100 @default.
- W3087276054 hasConcept C73283319 @default.
- W3087276054 hasConcept C89623803 @default.
- W3087276054 hasConceptScore W3087276054C116675565 @default.
- W3087276054 hasConceptScore W3087276054C126322002 @default.
- W3087276054 hasConceptScore W3087276054C139719470 @default.
- W3087276054 hasConceptScore W3087276054C141121606 @default.
- W3087276054 hasConceptScore W3087276054C144133560 @default.
- W3087276054 hasConceptScore W3087276054C159047783 @default.
- W3087276054 hasConceptScore W3087276054C162324750 @default.
- W3087276054 hasConceptScore W3087276054C2776671347 @default.
- W3087276054 hasConceptScore W3087276054C2778300220 @default.
- W3087276054 hasConceptScore W3087276054C2779134260 @default.
- W3087276054 hasConceptScore W3087276054C3006700255 @default.
- W3087276054 hasConceptScore W3087276054C3007834351 @default.
- W3087276054 hasConceptScore W3087276054C3008058167 @default.
- W3087276054 hasConceptScore W3087276054C524204448 @default.
- W3087276054 hasConceptScore W3087276054C556758197 @default.
- W3087276054 hasConceptScore W3087276054C71924100 @default.
- W3087276054 hasConceptScore W3087276054C73283319 @default.
- W3087276054 hasConceptScore W3087276054C89623803 @default.
- W3087276054 hasLocation W30872760541 @default.
- W3087276054 hasOpenAccess W3087276054 @default.
- W3087276054 hasPrimaryLocation W30872760541 @default.
- W3087276054 hasRelatedWork W3017171836 @default.
- W3087276054 hasRelatedWork W3025176011 @default.
- W3087276054 hasRelatedWork W3027835066 @default.
- W3087276054 hasRelatedWork W3032320397 @default.
- W3087276054 hasRelatedWork W3033635008 @default.
- W3087276054 hasRelatedWork W3152606407 @default.
- W3087276054 hasRelatedWork W4280491013 @default.
- W3087276054 hasRelatedWork W4308017287 @default.
- W3087276054 hasRelatedWork W3107152225 @default.
- W3087276054 hasRelatedWork W3183300108 @default.