Stock market response to Covid-19 pandemic period in Asian equity markets : an event study
Year of publication: |
2023
|
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Authors: | Babu, Manivannan ; Hariharan, C. ; Kathiravan, Chinnadurai ; Jasim, K. Mohamed |
Published in: |
Finance India : the quarterly journal of Indian Institute of Finance. - Greater Noida, UP : [Verlag nicht ermittelbar], ISSN 0970-3772, ZDB-ID 1130817-5. - Vol. 37.2023, 1, p. 147-160
|
Subject: | Asian | Stock Markets | COVID 19 | Volatility | GARCH | Granger Causality Test | Asia | Asien | Aktienmarkt | Stock market | Kausalanalyse | Causality analysis | Coronavirus | Börsenkurs | Share price | ARCH-Modell | ARCH model | Volatilität | Hongkong | Hong Kong | Singapur | Singapore | Epidemie | Epidemic | Kapitaleinkommen | Capital income | Kointegration | Cointegration | Wirkungsanalyse | Impact assessment | Aktienindex | Stock index | Ereignisstudie | Event study | Südkorea | South Korea |
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