192 citations · 275 across the 3 of their papers we have counts for
3 papers
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…
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…
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…