COVID-19 pandemic and stock market contagion : a wavelet-copula GARCH approach
Huthaifa Alqaralleh, Alessandra Canepa and Emilio Zanetti Chini
| Year of publication: |
[2020]
|
|---|---|
| Authors: | Alqaralleh, Huthaifa ; Canepa, Alessandra ; Zanetti Chini, Emilio |
| Publisher: |
[Turin] : Università degli studi di Torino, Department of Economics and Statistics “Cognetti de Martiis” |
| Subject: | Financial Market Contagion | COVID-19 Pandemic | Wavelet Analysis | Copula GARCH | Coronavirus | ARCH-Modell | ARCH model | Aktienmarkt | Stock market | Epidemie | Epidemic | Ansteckungseffekt | Contagion effect | Finanzmarkt | Financial market | Wirkungsanalyse | Impact assessment | Volatilität | Volatility | Zustandsraummodell | State space model | Schätzung | Estimation | Multivariate Verteilung | Multivariate distribution |
| Extent: | 1 Online-Ressource (circa 13 Seiten) Illustrationen |
|---|---|
| Series: | Working paper series. - [Torino] : [Dipartimento economia e statistica "Cognetti de Martiis"], ISSN 2039-4004, ZDB-ID 3011889-X. - Vol. 20, 12 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012387020