Market volatility and illiquidity during the COVID-19 outbreak : evidence from the Saudi stock exchange through the wavelet coherence approaches
Year of publication: |
2021
|
---|---|
Authors: | Tissaoui, Kais ; Hkiri, Besma ; Talbi, Mariem ; Alghassab, Waleed ; Alfreahat, Khaled Issa |
Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 58.2021, p. 1-25
|
Subject: | ARDL bound test | COVID-19 outbreak | Market illiquidity | Market volatility | Saudi Stock Market | Wavelet coherence approaches | Coronavirus | Aktienmarkt | Stock market | Saudi-Arabien | Saudi Arabia | Volatilität | Volatility |
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