ArticleFinancial innovation2021
Preventing crash in stock market: The role of economic policy uncertainty during COVID-19.
Article in Financial innovation, 2021. The graph could read no effect estimate from its abstract, so it casts no vote on the map. Cited by 10 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.
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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
10 citing papers in PubMed.
- Article
- 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
- Connectedness of COVID vaccination with economic policy uncertainty, oil, bonds, and sectoral equity markets: evidence from the US.Annals of operations research · 2023Article
- Research on interaction of innovation spillovers in the AI, Fin-Tech, and IoT industries: considering structural changes accelerated by COVID-19.Financial innovation · 2023Article
- Pricing uncertainty in the Brazilian stock market: do size and sustainability matter?SN business & economics · 2023Article
- China's energy stock market jumps: To what extent does the COVID-19 pandemic play a part?Energy economics · 2022Article
- Economic Uncertainty During COVID-19 Pandemic in Latin America and Asia.Journal of the knowledge economy · 2022Article
- Impact of COVID-19 on G20 countries: analysis of economic recession using data mining approaches.Financial innovation · 2022Article
- Modelling time-varying volatility using GARCH models: evidence from the Indian stock market.F1000Research · 2022Article
- COVID-19 pandemic effect on trading and returns: Evidence from the Chinese stock market.Economic analysis and policy · 2021Article
Corrections and comments
PubMed lists nothing against this paper. Absence here is not a guarantee, only a check that was made.
Authors and funding
5 authors.
Funding
No grant is acknowledged in the PubMed record.
Abstract
This paper investigates the impact of economic policy uncertainty (EPU) on the crash risk of US stock market during the COVID-19 pandemic. To this end, we use the GARCH-S (GARCH with skewness) model to estimate daily skewness as a proxy for the stock market crash risk. The empirical results show the significantly negative correlation between EPU and stock market crash risk, indicating the aggravation of EPU increase the crash risk. Moreover, the negative correlation gets stronger after the global COVID-19 outbreak, which shows the crash risk of the US stock market will be more affected by EPU during the epidemic.
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Registered trials
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.