Matches in SemOpenAlex for { <https://semopenalex.org/work/W3088160921> ?p ?o ?g. }
Showing items 1 to 90 of
90
with 100 items per page.
- W3088160921 endingPage "101775" @default.
- W3088160921 startingPage "101775" @default.
- W3088160921 abstract "This paper investigates the relationship between US stock market returns (S&P500) and three indicators of the market, namely implied volatility, implied correlation and liquidity. It also considers the short range dependence between both total confirmed cases and deaths in twelve countries and market movements. We use the two-regime Markov switching model to find the structural break between stock market returns and key stock market indicators. The findings show close dependence between returns and both implied volatility and implied correlation but not with liquidity. The findings indicate the unique role of Italy in crisis transmission." @default.
- W3088160921 created "2020-10-01" @default.
- W3088160921 creator A5026249294 @default.
- W3088160921 creator A5071552736 @default.
- W3088160921 date "2020-11-01" @default.
- W3088160921 modified "2023-10-12" @default.
- W3088160921 title "Stock market returns, volatility, correlation and liquidity during the COVID-19 crisis: Evidence from the Markov switching approach" @default.
- W3088160921 cites W1985770541 @default.
- W3088160921 cites W1998449412 @default.
- W3088160921 cites W2052441401 @default.
- W3088160921 cites W2093230975 @default.
- W3088160921 cites W2095364399 @default.
- W3088160921 cites W2118675415 @default.
- W3088160921 cites W2514586726 @default.
- W3088160921 cites W3008532908 @default.
- W3088160921 cites W3016006192 @default.
- W3088160921 cites W3016752284 @default.
- W3088160921 cites W3024699052 @default.
- W3088160921 cites W3026479760 @default.
- W3088160921 cites W3026812076 @default.
- W3088160921 cites W3033639955 @default.
- W3088160921 cites W3121401171 @default.
- W3088160921 cites W3121425277 @default.
- W3088160921 cites W3122758356 @default.
- W3088160921 cites W3124155533 @default.
- W3088160921 cites W3125156342 @default.
- W3088160921 cites W4295105962 @default.
- W3088160921 doi "https://doi.org/10.1016/j.frl.2020.101775" @default.
- W3088160921 hasPubMedCentralId "https://www.ncbi.nlm.nih.gov/pmc/articles/7521590" @default.
- W3088160921 hasPubMedId "https://pubmed.ncbi.nlm.nih.gov/33013236" @default.
- W3088160921 hasPublicationYear "2020" @default.
- W3088160921 type Work @default.
- W3088160921 sameAs 3088160921 @default.
- W3088160921 citedByCount "78" @default.
- W3088160921 countsByYear W30881609212021 @default.
- W3088160921 countsByYear W30881609212022 @default.
- W3088160921 countsByYear W30881609212023 @default.
- W3088160921 crossrefType "journal-article" @default.
- W3088160921 hasAuthorship W3088160921A5026249294 @default.
- W3088160921 hasAuthorship W3088160921A5071552736 @default.
- W3088160921 hasBestOaLocation W30881609211 @default.
- W3088160921 hasConcept C105795698 @default.
- W3088160921 hasConcept C106159729 @default.
- W3088160921 hasConcept C149782125 @default.
- W3088160921 hasConcept C162324750 @default.
- W3088160921 hasConcept C166957645 @default.
- W3088160921 hasConcept C183582576 @default.
- W3088160921 hasConcept C204036174 @default.
- W3088160921 hasConcept C205649164 @default.
- W3088160921 hasConcept C2779343474 @default.
- W3088160921 hasConcept C2780299701 @default.
- W3088160921 hasConcept C33923547 @default.
- W3088160921 hasConcept C556758197 @default.
- W3088160921 hasConcept C91602232 @default.
- W3088160921 hasConcept C98763669 @default.
- W3088160921 hasConceptScore W3088160921C105795698 @default.
- W3088160921 hasConceptScore W3088160921C106159729 @default.
- W3088160921 hasConceptScore W3088160921C149782125 @default.
- W3088160921 hasConceptScore W3088160921C162324750 @default.
- W3088160921 hasConceptScore W3088160921C166957645 @default.
- W3088160921 hasConceptScore W3088160921C183582576 @default.
- W3088160921 hasConceptScore W3088160921C204036174 @default.
- W3088160921 hasConceptScore W3088160921C205649164 @default.
- W3088160921 hasConceptScore W3088160921C2779343474 @default.
- W3088160921 hasConceptScore W3088160921C2780299701 @default.
- W3088160921 hasConceptScore W3088160921C33923547 @default.
- W3088160921 hasConceptScore W3088160921C556758197 @default.
- W3088160921 hasConceptScore W3088160921C91602232 @default.
- W3088160921 hasConceptScore W3088160921C98763669 @default.
- W3088160921 hasLocation W30881609211 @default.
- W3088160921 hasLocation W30881609212 @default.
- W3088160921 hasOpenAccess W3088160921 @default.
- W3088160921 hasPrimaryLocation W30881609211 @default.
- W3088160921 hasRelatedWork W1988513709 @default.
- W3088160921 hasRelatedWork W2009839884 @default.
- W3088160921 hasRelatedWork W2011657360 @default.
- W3088160921 hasRelatedWork W2109747684 @default.
- W3088160921 hasRelatedWork W2370524896 @default.
- W3088160921 hasRelatedWork W2952364445 @default.
- W3088160921 hasRelatedWork W3099150769 @default.
- W3088160921 hasRelatedWork W3123599701 @default.
- W3088160921 hasRelatedWork W3152304303 @default.
- W3088160921 hasRelatedWork W4229077827 @default.
- W3088160921 hasVolume "37" @default.
- W3088160921 isParatext "false" @default.
- W3088160921 isRetracted "false" @default.
- W3088160921 magId "3088160921" @default.
- W3088160921 workType "article" @default.