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COVID–19; financial contagion; spillover index; financial firms; nonfinancial firms; hedge ratio
COVID–19; gold; safe haven; hedge ratio; hedging effectiveness; The CARES Act; spillover index
External Debt, Debt Markets, Securities Markets Policy & Regulation, Capital Flows, Capital Markets and Capital Flows
Bitcoin; Cryptocurrencies; Technical Analysis; High Frequency Trading; Efficient Market Hypothesis.
Statistical arbitrage, Jump-diffusion model, Compound Poisson process, Monte Carlo simulation
Commonality in liquidity, foreign exchange, high-frequency trading, transaction cost, systematic risk
Airline Disaster; Contagion; Volatility; Reputation Risk; Financial Markets
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