Evidence map›Paper›PMID 34993822›Full record

ArticleEnvironmental science and pollution research international2022

Assessing Financial Risk Spillover and Panic Impact of Covid-19 on European and Vietnam Stock market.

Massoud Moslehpour, Ahmad Al-Fadly, Syed Ehsanullah, Kwong Wing Chong, Nguyen Thi My Xuyen, Luc Phan Tan

Abstract read
In one paragraph

Article in Environmental science and pollution research international, 2022. The graph could read no effect estimate from its abstract, so it casts no vote on the map. Cited by 1 paper.

0numbers the graph read from it
0cells of the map it votes in
1citing papers in PubMed
–field-weighted citation impact
1 · What the graph read from it

What it found

Each row is one number read from the abstract, on the scale the paper reported it, with its interval. Left of the dashed line favours the treatment, right favours the comparator. Under each row is the sentence it came from. New to these charts? A ten-minute tutorial.

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.

2 · The registry

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.

Neither the registry nor the abstract names a trial number. If this is a trial report, that itself is worth knowing.

3 · Its place in the literature

Who cites it

1 citing paper in PubMed.

  1. Article
4 · The record

Corrections and comments

PubMed lists nothing against this paper. Absence here is not a guarantee, only a check that was made.

5 · Who and what money

Authors and funding

6 authors.

Massoud MoslehpourDepartment of Business Administration, Asia University, 500, Lioufeng Rd., Wufeng, Taichung, 41354, Taiwan.
Ahmad Al-FadlyGulf University for Science & Technology, Mubarak Al-Abdullah, Kuwait.
Syed EhsanullahUniversiti Utara Malaysia, Sintok, Malaysia.
Kwong Wing ChongSchool of Professional Studies, Taylor's College, Taylor's Lakeside Campus, No. 1 Jalan Taylor's, 47500, Subang Jaya, Selangor, Malaysia.
Nguyen Thi My XuyenFaculty of Business Administration, Van Lang University, 69/68 Dang Thuy Tram, Ward 13, Binh Thanh Dist., Ho Chi Minh City, Vietnam. xuyen.ntm@vlu.edu.vn.
Luc Phan TanThu Dau Mot University, Binh Duong, Vietnam.

Funding

No grant is acknowledged in the PubMed record.

6 · The paper itself

Abstract

This study examined the influence of tail risks on global financial markets, which aids in better understanding of the emergence of COVID-19. This study looks at the global and Vietnamese stock markets impacted by the COVID-19 pandemic to identify systemic emergencies. Risk dependent value (CoVaR) and Delta link VaR are two important tail-related risk indicators used in Conditional Bivariate Dynamic Correlation (DCC) (CoVaR). The empirical findings demonstrate that when COVID-19's worldwide spread widens, the volatility transmission of systemic risks across the global stock market and multiple exchanges shifts and becomes more relevant over time. At the time of COVID-19, the world industrial market was larger than the Vietnamese stock market, and the Vietnamese stock market posed a lesser danger to the global market. A closer examination of the link between the Vietnam value-at-risk (VaR) range index sample and the world stock index indicates a significant degree of downside risk integration in key monetary systems, particularly during the COVID-19 era. Our study findings may help regulators, politicians, and portfolio risk managers in Vietnam and worldwide during the unique moment of uncertainty created by the COVID-19 epidemic.

Indexed as

COVID-19HumansInvestmentsPandemicsUncertaintyVietnamConnectednessCoVaRCOVID-19MarketsRiskStockSystemicVietnam and globalΔCoVaR

Identifiers

PMID34993822
PMCPMC8736318

What OpenQuestion holds

Textmetadata
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Registered trials

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Read under generation 80e0d062 · epoch 390. Bibliography from PubMed, PubMed Central and OpenAlex; grants from NIH RePORTER; trial links from ClinicalTrials.gov; estimates, votes and beliefs from the OpenQuestion graph.