192 citations
Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.
- University of Economics Ho Chi Minh CityVN4 papers
- East China University of Science and TechnologyCN3 papers
- Hainan UniversityCN2 papers
- IPAG Business SchoolFR2 papers
- Tianjin UniversityCN2 papers
- Aalto UniversityFI1 paper
- AGH University of KrakowPL1 paper
- Agriculture and FoodAU1 paper
- Atilim UniversityTR1 paper
- Bilkent UniversityTR1 paper
- Cardiff UniversityGB1 paper
- Carnegie Mellon UniversityUS1 paper
Showing 2020 · q-fin.GNShow all
2 papers · 2 filters
q-fin.GN2020★ 74 cited
Preventing crash in stock market: The role of economic policy uncertainty during COVID-19
Peng-Fei Dai, Xiong Xiong, Zhifeng Liu +2
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 wi…
q-fin.GN2020★ 192 cited
The impact of COVID-19 on the stock market crash risk in China
Zhifeng Liu, Toan Luu Duc Huynh, Peng-Fei Dai
This study investigates the impact of the COVID-19 pandemic on the stock market crash risk in China. For this purpose, we first estimated the conditional skewness of the return dis…