output
20192023
most citedThe impact of COVID-19 on the stock market crash risk in China

192 citations

researchers with a paper here

Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.

collaborating institutions
Showing 2020Show all

3 papers · 1 filter

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…

econ.GN2020★ 9 cited

The impact of economic policy uncertainties on the volatility of European carbon market

Peng-Fei Dai, Xiong Xiong, Toan Luu Duc Huynh +1

The European Union Emission Trading Scheme is a carbon emission allowance trading system designed by Europe to achieve emission reduction targets. The amount of carbon emission cau…