LEADER 03985nam 2200445 450 001 9910568293203321 005 20231110225052.0 010 $a3-030-98542-3 035 $a(MiAaPQ)EBC6965104 035 $a(Au-PeEL)EBL6965104 035 $a(CKB)21707952800041 035 $a(EXLCZ)9921707952800041 100 $a20221123d2022 uy 0 101 0 $aeng 135 $aurcnu|||||||| 181 $ctxt$2rdacontent 182 $cc$2rdamedia 183 $acr$2rdacarrier 200 00$aFinancial market dynamics after COVID 19 $ethe contagion effect of the pandemic in finance /$fSte?phane Goutte, Khaled Guesmi, and Christian Urom, editors 210 1$aCham, Switzerland :$cSpringer,$d[2022] 210 4$d©2022 215 $a1 online resource (137 pages) 225 1 $aContributions to Finance and Accounting 311 08$aPrint version: Goutte, Stéphane Financial Market Dynamics after COVID 19 Cham : Springer International Publishing AG,c2022 9783030985417 327 $aIntro -- Contents -- Market-Timing Skills in the Aftermath of COVID-19 Outbreak: Evidence from Islamic Funds -- 1 Introduction -- 2 Theoretical Underpinnings -- 3 Methodology -- 4 Data -- 5 Empirical Results -- 5.1 Descriptive Statistics -- 5.2 Results -- 6 Conclusion -- References -- The Relationship Between US Stock, Commodity and Virtual Markets During COVID-19 Forced Crisis -- 1 Introduction -- 2 Literature Review -- 3 Data and Methodology -- 3.1 Data -- 3.2 Methodology -- 4 Empirical Results -- 5 Conclusion -- References -- Towards a Better Comprehension of Tourism Crisis in the Era of Covid-19 -- 1 Introduction -- 2 The Economic Crisis Linked to the COVID-19 Pandemic -- 2.1 The Tourism Crisis in the Era of Covid 19 -- 2.2 A Tourism Crisis that Hides an Energy One -- 2.3 Case Study on Tunisian Context: The Tourism Sector Facing the COVID-19 Pandemic -- 3 Conclusion -- References -- The Asymmetric Response of Equity Markets to Sentiment Risk: A New Asset Pricing Model -- 1 Introduction -- 2 Literature Review -- 3 Data and Methodology -- 3.1 Data Descriptions -- 3.2 Estimated Model Specification -- 4 Empirical Estimates and Discussions -- 4.1 Preliminary Statistical Analysis -- 4.2 Empirical Results -- 5 Conclusion -- Annexes -- References -- The Transmission of Oil Shocks to the Developed and Emerging Stock Markets: COVID-19 from First to the Second Wave -- 1 Introduction -- 2 Methodology -- 3 Data -- 4 Results -- 4.1 Stochastic Volatility -- 4.2 Impulse Responses -- 5 Conclusion -- References -- The Volatility Connectedness Between Oil and Stocks: Evidence from the G7 Markets -- 1 Introduction -- 2 Data and Methodology -- 2.1 The Volatility Process -- 2.2 The Vector Auto-regression Model (VAR) -- 2.3 The Bayesian VAR Model with Stochastic Volatility -- 2.4 The Spillover Index -- 2.5 Asymmetric Volatility Spillovers Index -- 3 Results. 327 $a3.1 Asymmetric Volatility Spillovers -- 3.2 Robustness Checks -- 4 Conclusion and Policy Implication -- Appendix 1 -- Appendix 2 -- Appendix 3 -- References -- Economic Sentiment and Climate Transition During the COVID-19 Pandemic -- 1 Introduction -- 2 Related Studies -- 3 Data and Empirical Methods -- 3.1 Data -- 3.2 Empirical Methods -- 4 Results and Discussion -- 5 Conclusion -- References -- The Impact of COVID-19 on the Volatility Transmission Across Equity and Commodity Markets -- 1 Introduction -- 2 Methodology -- 3 Data and Empirical Results -- 4 Robustness Test -- 5 Conclusion -- References. 410 0$aContributions to Finance and Accounting 606 $aCOVID-19 Pandemic, 2020-$xEconomic aspects 615 0$aCOVID-19 Pandemic, 2020-$xEconomic aspects. 676 $a330.9 702 $aGuesmi$b Khaled 702 $aGoutte$b Ste?phane 702 $aUrom$b Christian 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9910568293203321 996 $aFinancial Market Dynamics after COVID 19$92849896 997 $aUNINA