Concepedia

COVID-19 pandemic and liquidity commonality

Sandy Suardi, Caihong Xu, Z. Ivy Zhou

Journal of International Financial Markets Institutions and Money · 2022 · 17 citations · 50 references

Open access

Concepts

Veterinary MedicineInfectious DiseasesEmerging Infectious DiseasesEpidemiologyInfectious Disease EpidemiologyInfectious Disease Risk FactorsLiquidityLiquidity RiskMarket LiquidityPandemic ResponseViral InfectionsLiquidity ContagionLiquidity Risk ContainmentLiquidity Risk In BankingLiquidity Risk SurveillanceLiquidity Versus Solvency Distinction

References

50

Macroeconomics and Reality

Christopher A. Sims · Econometrica · 1980 · 12.7K citations

Social Sciences, Economics, Econometrics +8

Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches

Mitchell A. Petersen · Review of Financial Studies · 2008 · 11.2K citations · Full text

Social Sciences, Economics, Finance +12

Illiquidity and stock returns: cross-section and time-series effects

Yakov Amihud · Journal of Financial Markets · 2002 · 10.3K citations · Full text

Business, Economics, Finance +14

Generalized impulse response analysis in linear multivariate models

M. Hashem Pesaran, Yongcheol Shin · Economics Letters · 1998 · 6K citations

Natural Sciences, Biostatistics, Statistical Modeling +8

Liquidity Risk and Expected Stock Returns

Ľuboš Pástor, Robert F. Stambaugh · Journal of Political Economy · 2003 · 5.6K citations

Business, Finance, Asset Pricing +16