User profiles for David Y. Aharon
David Y. AharonAssistant Professor in Finance - Faculty of Business Administration, Ono Academic College Verified email at ono.ac.il Cited by 2383 |
[HTML][HTML] Infected markets: Novel coronavirus, government interventions, and stock return volatility around the globe
Do government interventions aimed at curbing the spread of COVID-19 affect stock market
volatility? To answer this question, we explore the stringency of policy responses to the novel …
volatility? To answer this question, we explore the stringency of policy responses to the novel …
NFTs and asset class spillovers: Lessons from the period around the COVID-19 pandemic
In this paper, we analyze the connectedness between returns for non-fungible tokens (NFTs)
and other financial assets (equities, bonds, currencies, gold, oil, Ethereum) during the …
and other financial assets (equities, bonds, currencies, gold, oil, Ethereum) during the …
COVID-19, government policy responses, and stock market liquidity around the world: A note
Unprecedented non-pharmaceutical interventions targeted to curb the spread of COVID-19
exerted a dramatic impact on the global economy and financial markets. This study is the first …
exerted a dramatic impact on the global economy and financial markets. This study is the first …
[HTML][HTML] Dynamic spillovers between the term structure of interest rates, bitcoin, and safe-haven currencies
This study examines the connectedness between the US yield curve components (ie, level,
slope, and curvature), exchange rates, and the historical volatility of the exchange rates of …
slope, and curvature), exchange rates, and the historical volatility of the exchange rates of …
The quest for multidimensional financial immunity to the COVID-19 pandemic: Evidence from international stock markets
What determines a country’s financial immunity to a global pandemic? To answer this question,
we investigate the behavior of 67 equity markets around the world during the COVID-19 …
we investigate the behavior of 67 equity markets around the world during the COVID-19 …
Twitter-Based uncertainty and cryptocurrency returns
We explore the relationship between two novel Twitter-based measures of economic and
market uncertainty and the performance of four major cryptocurrencies. Using a battery of …
market uncertainty and the performance of four major cryptocurrencies. Using a battery of …
COVID-19, government interventions and emerging capital markets performance
In this study, we explore the impact of government intervention to contain the spread of
COVID-19 in emerging countries on the performance of their leading stock indices. We retrieved …
COVID-19 in emerging countries on the performance of their leading stock indices. We retrieved …
Term spreads and the COVID-19 pandemic: Evidence from international sovereign bond markets
We explore the impact of the COVID-19 pandemic on the term structure of interest rates. Using
data from developed and emerging countries, we demonstrate that the expansion of the …
data from developed and emerging countries, we demonstrate that the expansion of the …
Too big to fail: The aftermath of Silicon Valley Bank (SVB) collapse and its impact on financial markets
This study examines the impact of the SVB collapse on the global equity markets. Using an
event study methodology, our findings indicate that equity markets, in general, responded …
event study methodology, our findings indicate that equity markets, in general, responded …
Volatility in international sovereign bond markets: The role of government policy responses to the COVID-19 pandemic
Effective government policies may reduce uncertainty in sovereign bond markets. Can policy
responses help to curb bond market volatility during the COVID-19 pandemic? To answer …
responses help to curb bond market volatility during the COVID-19 pandemic? To answer …