ArticleJournal of economic asymmetries2021
Stock market comovements: Evidence from the COVID-19 pandemic.
Article in Journal of economic asymmetries, 2021. The graph could read no effect estimate from its abstract, so it casts no vote on the map. Cited by 6 papers.
What it found
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The abstract states no effect estimate the extractor could read, or names no intervention and outcome on the map, so this paper lights no cell and moves no belief. It is still indexed, cited and linked below.
The trial behind it
Trials whose registry record cites this paper, or whose number appears in the abstract. A trial that started after this paper was published is citing it as background, not reporting it.
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Who cites it
6 citing papers in PubMed.
- Change in psychological distress and associated factors among Hong Kong young adults in post-COVID-19 era: a latent transition analysis.Social psychiatry and psychiatric epidemiology · 2025Article
- Effects of the first wave of COVID-19 pandemic on implied stock market volatility: International evidence using a google trend measure.Journal of economic asymmetries · 2023Article
- Direct and spillover portfolio effects of COVID-19.Research in international business and finance · 2023Article
- Tail-risk spillovers from China to G7 stock market returns during the COVID-19 outbreak: A market and sectoral analysis.Research in international business and finance · 2022Article
- Volatility spillovers from the Chinese stock market to the U.S. stock market: The role of the COVID-19 pandemic.Journal of economic asymmetries · 2022Article
- Analysis of risk correlations among stock markets during the COVID-19 pandemic.International review of financial analysis · 2022Article
Corrections and comments
PubMed lists nothing against this paper. Absence here is not a guarantee, only a check that was made.
Authors and funding
1 author.
Funding
No grant is acknowledged in the PubMed record.
Abstract
The COVID-19 pandemic shock has harmed the US and East Asian stock markets. Focusing on measuring the inherent correlation, this paper employs a GARCH-Copula CoVaR approach to address the debate on the extreme risk spillovers from the US to China, Japan, Hong Kong, and South Korea stock returns. The results show a large spillover effect from the US to East Asian stock markets. Compared to the tranquil period, these spillovers become stronger in the COVID-19 period. The findings show that indirect spillovers on the Chinese stock market are heavier than direct spillovers, and impacts deluge only via Hong Kong. The study contrasts spillover' features of the US COVID-19 shock and the Chinese 2015 crisis. These findings provide useful support for policymakers and risk managers involved in the East Asian stock markets.
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Registered trials
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