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Impact on Financial Markets and Institutions

In: Financial Transformations Beyond the COVID-19 Health Crisis

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  • Qiyu Wang

Abstract

In this chapter, we investigate the impact of the COVID-19 health crisis on multi-dimensional financial markets and institutions in a quantitative manner. For the stock market, we use statistical methodologies to quantify the abnormalities, investigate the hedging strategies, and compare the asset classes to find safe havens in a flash crashes. For the bond market, we investigate the Treasury yields and corporate bonds. For the alternative market, we track the mutual fund market globally, and document the hedge fund performances. Based on these respective research studies across the market, we then synthesize the financial market by testing the cross-border co-integration, correlations to measure contagion, sentiments by text analysis, and the role of the financial institutions.

Suggested Citation

  • Qiyu Wang, 2022. "Impact on Financial Markets and Institutions," World Scientific Book Chapters, in: Sabri Boubaker & Duc Khuong Nguyen (ed.), Financial Transformations Beyond the COVID-19 Health Crisis, chapter 27, pages 787-801, World Scientific Publishing Co. Pte. Ltd..
    • Handle: RePEc:wsi:wschap:9781800610781_0027
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    Keywords

    COVID19; Pandemic; Pandemic Outbreak; Health Crisis; Economics; Macroeconomics; Finance; Sustainable Finance; Financial Crisis; Financial Integration; Economic Integration; Global Financial Crisis; Financial Institutions; Corporate Finance; Corporate Governance; Board of Directors; ESG; Corporate Social Responsibility; Sustainable Finance; Stock Markets; Financial Markets; Stock Market Behaviour; Firm Liquidity; Emerging Markets; China; Financial Institutions; Money; Banks; Banking System; Banking Sector; Business Groups; Resilience; Safe Heaven; Gold; Oil; Peer-to-Peer Lending Market; Foreign Trading; Stock Market Volatility; Extreme Events;
    All these keywords.

    JEL classification:

    • O16 - Economic Development, Innovation, Technological Change, and Growth - - Economic Development - - - Financial Markets; Saving and Capital Investment; Corporate Finance and Governance
    • G3 - Financial Economics - - Corporate Finance and Governance
    • F4 - International Economics - - Macroeconomic Aspects of International Trade and Finance
    • F62 - International Economics - - Economic Impacts of Globalization - - - Macroeconomic Impacts
    • G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
    • G17 - Financial Economics - - General Financial Markets - - - Financial Forecasting and Simulation

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