A shockwave analysis of foreign exchange markets during Brexit and Covid-19

The two recent international issues Brexit and COVID-19 pandemic caused serious shockwaves in the foreign exchange markets and other financial industries. This paper is tried to address how traditional and safe-haven currencies worked in the foreign exchange market experienced during Brexit and COVI...

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Main Author: Li, Shiyun
Format: Dissertation (University of Nottingham only)
Language:English
Published: 2021
Online Access:https://eprints.nottingham.ac.uk/66358/
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author Li, Shiyun
author_facet Li, Shiyun
author_sort Li, Shiyun
building Nottingham Research Data Repository
collection Online Access
description The two recent international issues Brexit and COVID-19 pandemic caused serious shockwaves in the foreign exchange markets and other financial industries. This paper is tried to address how traditional and safe-haven currencies worked in the foreign exchange market experienced during Brexit and COVID-19. The correlation test, unit root test, VaR models, and Diebold-Yilmaz volatility spillover analysis were employed in the research. Based on the Diebold-Yilmaz volatility spillover analysis, the calculated results demonstrated that the shockwaves caused by COVID-19 are 1.2 times higher than that of Brexit, and the British pound changed from a spillover transmitter to a receiver. The Swiss franc showed less safe-haven effects during COVID-19 than Brexit. However, the Japanese yen showed a stronger ability to prevent risks and even earning profits under volatilities, which made it be a more ideal safe-haven currency.
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spelling nottingham-663582023-04-20T08:43:24Z https://eprints.nottingham.ac.uk/66358/ A shockwave analysis of foreign exchange markets during Brexit and Covid-19 Li, Shiyun The two recent international issues Brexit and COVID-19 pandemic caused serious shockwaves in the foreign exchange markets and other financial industries. This paper is tried to address how traditional and safe-haven currencies worked in the foreign exchange market experienced during Brexit and COVID-19. The correlation test, unit root test, VaR models, and Diebold-Yilmaz volatility spillover analysis were employed in the research. Based on the Diebold-Yilmaz volatility spillover analysis, the calculated results demonstrated that the shockwaves caused by COVID-19 are 1.2 times higher than that of Brexit, and the British pound changed from a spillover transmitter to a receiver. The Swiss franc showed less safe-haven effects during COVID-19 than Brexit. However, the Japanese yen showed a stronger ability to prevent risks and even earning profits under volatilities, which made it be a more ideal safe-haven currency. 2021-12-01 Dissertation (University of Nottingham only) NonPeerReviewed application/pdf en https://eprints.nottingham.ac.uk/66358/1/20236194_BUSI4020_2021.pdf Li, Shiyun (2021) A shockwave analysis of foreign exchange markets during Brexit and Covid-19. [Dissertation (University of Nottingham only)]
spellingShingle Li, Shiyun
A shockwave analysis of foreign exchange markets during Brexit and Covid-19
title A shockwave analysis of foreign exchange markets during Brexit and Covid-19
title_full A shockwave analysis of foreign exchange markets during Brexit and Covid-19
title_fullStr A shockwave analysis of foreign exchange markets during Brexit and Covid-19
title_full_unstemmed A shockwave analysis of foreign exchange markets during Brexit and Covid-19
title_short A shockwave analysis of foreign exchange markets during Brexit and Covid-19
title_sort shockwave analysis of foreign exchange markets during brexit and covid-19
url https://eprints.nottingham.ac.uk/66358/