Dynamic Spillover Effects between the US Stock Volatility and China’s Stock Market Crash Risk: A TVP-VAR Approach
Sign Up to like & getrecommendations! Published in 2021 at "Mathematical Problems in Engineering"
DOI: 10.1155/2021/6616577
Abstract: Due to the increasing linkage of China and the US stock markets today, we constructed a TVP-VAR model to study the dynamic spillover effects between the US stock volatility and China’s stock market crash risk.… read more here.
Keywords: crash risk; china stock; stock market; market crash ... See more keywords
Exposure to the COVID-19 Stock Market Crash and Its Effect on Household Expectations
Sign Up to like & getrecommendations! Published in 2020 at "Review of Economics and Statistics"
DOI: 10.1162/rest_a_01011
Abstract: We survey a representative sample of US households to study how exposure to the COVID-19 stock market crash affects expectations and planned behavior. Wealth shocks are associated with upward adjustments of expectations about retirement age,… read more here.
Keywords: market; stock market; exposure covid; market crash ... See more keywords