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Full-Text Articles in Social and Behavioral Sciences
Exchange Rate Responses And Volatility Spillover Effects During The Covid-19 Pandemic In Indonesia, Panky Tri Febiyansah
Exchange Rate Responses And Volatility Spillover Effects During The Covid-19 Pandemic In Indonesia, Panky Tri Febiyansah
Economics and Finance in Indonesia
This paper aims to assess the impact of the confirmed COVID-19 cases, the timing of the outbreak, and physical measures on the returns and spillover effects of exchange rate in Indonesia. The model will be tested by the exponential generalized autoregressive conditional heteroskedastic (EGARCH) process and the spillover volatility index. The study discovers that the confirmed cases, outbreak news, and the implementation of large-scale social restrictions simultaneously contribute to a leverage effect on the volatility of a direct quote of Indonesian Rupiah to Australian Dollar, Euro, US Dollar, Singapore Dollar, and Great British Pound. To a certain extent, the heatwave …
The Impact Of Geopolitical Risks On Price Variation And Political Trust In France: Analyzing The Ukraine-Russia Conflict, Olivier Sempiga
The Impact Of Geopolitical Risks On Price Variation And Political Trust In France: Analyzing The Ukraine-Russia Conflict, Olivier Sempiga
The Journal of International Relations, Peace Studies, and Development
Geopolitical risks (GPRs) have varied consequences over countries and over time. COVID-19 and the war in Ukraine are some of the recent GPRs. The conflict in Ukraine has had far-reaching economic consequences, not only for the countries directly involved in it but also for their trading partners and allies, and on the global economy in general. France, as one of Ukraine and Russia's major trading partners, has also felt the impact of the conflict on its economy. Using data from the French National Institute of Statistics and Economic Studies (INSEE), the paper investigates the impact of GPRs caused by the …
The Prevalence Of Herding In Indian Auto Sector: Implications For Market Efficiency, Arundhathi P S, Aslam P S, Libison K B
The Prevalence Of Herding In Indian Auto Sector: Implications For Market Efficiency, Arundhathi P S, Aslam P S, Libison K B
Arab Economic and Business Journal
The worldwide catastrophes due to the spread of Wuhan virus, India had witnessed an explosive change in the economic activity, mainly in the investment pattern. This made the investors to do panic trading by following what others were doing in the market. We offer an empirical analysis to examine the presence of herding in Indian Automobile Sector during pre-pandemic and pandemic period (COVID-19). To detect the presence of herding, we applied Cross Sectional Absolute Deviation (CSAD) and One-way ANOVA was employed to examine whether there is any significant difference in the auto index during Pre pandemic and pandemic period. The …
An Empirical Analysis Of The Impact Of Covid-19 On Trade: Evidence From A Small Island African Economy, Z Khan Jaffur, V Tandrayen-Ragoobur, B Seetanah
An Empirical Analysis Of The Impact Of Covid-19 On Trade: Evidence From A Small Island African Economy, Z Khan Jaffur, V Tandrayen-Ragoobur, B Seetanah
Journal of African Trade
This study investigates the potential impacts of the COVID-19 pandemic and related containment measures on the trade system of Mauritius for the period January 2010 to June 2021. As the pandemic spread across the globe due to high interconnectedness across countries, authorities has also established stringent health containment measures in the form of restrictions on people and businesses to slow the propagation of the virus. Being a small island economy highly dependent on international trade, Mauritius also faced the brunt of the pandemic which disrupted its economic activities and trade flows with its main trading partners. COVID-19 incidence and lockdown …