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Oil-US Stock Market Nexus: Some insights about the New Coronavirus Crisis
We provide a new investigation of the relationship between oil and stock prices in the context of the outbreak of the new coronavirus crisis.
Bank financial stability, bank valuation and international oil prices: Evidence from listed Russian public banks
With a focus on public listed banks and using a Pool Mean Group (PMG) estimator, we show that an increase in international oil prices and in the price to book value ratio has a long-run positive effect on Russian public banks stability, and conversely.
Do COVID-19 and crude oil prices drive the US economic policy uncertainty?
This paper investigates the effect of the novel coronavirus and crude oil prices on the United States (US) economic policy uncertainty (EPU).
Coronavirus and oil price crash
Coronavirus (COVID-19) creates fear and uncertainty, hitting the global economy and amplifying the financial markets volatility.
Copula-based local dependence between energy, agriculture and metal commodity markets
In all pairs of commodity indexes, we find increased co-movements in extreme situations, a stronger dependence between energy and other commodity markets at lower tails, and a 'V-type' local dependence for the energy-metal pairs.
Coronavirus and financial volatility: 40 days of fasting and fear
40 days after the start of the international monitoring of COVID-19, we search for the effect of official announcements regarding new cases of infection and death ratio on the financial markets volatility index (VIX).
Investment behavior and firms' financial performance: A comparative analysis using firm-level data from the wine industry
More precisely, we investigate how the capitalization, liquidity and profitability influence the investment dynamics using firm-level data from the wine industry from France (331 firms), Italy (335) firms and Spain (442) firms.
