Market reactions to COVID-19 : does systemic risk vary across industries? a Markov-Switching CAPM approach
Year of publication: |
2024
|
---|---|
Authors: | Bulut, Emre ; Marangoz, Cumali ; Daştan, Muhammet |
Published in: |
Eastern European economics : EEE. - Abingdon, Oxon : Routledge, Taylor & Francis, ISSN 1557-9298, ZDB-ID 2051894-8. - Vol. 62.2024, 1, p. 69-88
|
Subject: | COVID-19 | stock market volatility | the MS-CAPM | Coronavirus | Volatilität | Volatility | CAPM | Börsenkurs | Share price | Wirkungsanalyse | Impact assessment | Schätzung | Estimation | Aktienmarkt | Stock market |
-
Ahadzie, Richard Mawulawoea, (2023)
-
Alexakis, Christos A., (2021)
-
Ahadzie, Richard Mawulawoea, (2023)
- More ...
-
Bilgili, Faik, (2021)
-
Yazgan, Sekip, (2022)
-
Economic Forces and Stock Markets Under Arbitrage Price Theory : Empirical Evidence from Turkey
Yilmiz, Muhammad Hasan, (2016)
- More ...