COVID-19 pandemic & financial market volatility: Evidence from GARCH models
Year of publication: |
2023
|
---|---|
Authors: | Khan, Maaz ; Kayani, Umar Nawaz ; Khan, Mrestyal ; Mughal, Khurrum Shahzad ; Haseeb, Mohammad |
Published in: |
Journal of Risk and Financial Management. - ISSN 1911-8074. - Vol. 16.2023, 1, p. 1-20
|
Publisher: |
Basel : MDPI |
Subject: | COVID-19 | GARCH | volatility | financial markets | EGARCH | GJR-GARCH |
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