From international debt and equities to venture capital and ESG investing, these projects examine the long and short-term impacts of COVID-19 on global financial markets
Imperial author(s): Patrick Bolton
The G20 needs to go further in pausing debt owed by middle and lower income countries.
Imperial author(s): Ramana Nanda
The pandemic has caused a decline in early-stage venture capital investment – one that could have significant implications for innovation.
Imperial author(s): Walter Distaso, Rustam Ibragimov
This project focuses on econometrically justified robust analysis of the effects of the COVID-19 pandemic on the world’s financial markets.
Imperial author(s): Pasquale Della Corte, Robert Kosowski, Nikolaos P. Rapanos
An examination of the impact of short-selling bans introduced by a number of European regulators between March and May 2020.
Imperial author(s): Robert Kosowski
The recent literature has documented the use of Nowcasters for the purpose of asset allocation across traditional and alternative risk premia. In this paper we introduce an evolution of this framework based on what we call Newscasting, which is the use of macro news sentiment signals to augment and improve the existing dynamic systematic Nowcaster signals.
Imperial author(s): Savitar Sundaresan
This project aims to develop a theory that can explain patterns of repeated, persistent spikes in financial and real uncertainty.
Imperial author(s): Stephen Hansen
An explanation on firm-level stock prices in the pandemic era using regulatory filings, which provides insight into how COVID-19 will reallocate resources in the economy.
Imperial author(s): Ruoke Yang, Iva Koci
A study of stock returns associated with socially conscious investment during the pandemic and the months leading up to it.
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