The COVID-19 and stock return volatility : evidence from South Korea
Year of publication: |
2021
|
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Authors: | Pyo, Dong-Jin |
Published in: |
East Asian economic review. - Sejong-si : [KIEP, Korean Institute for International Economic Policy], ISSN 2508-1667, ZDB-ID 2862898-6. - Vol. 25.2021, 2, p. 205-230
|
Subject: | COVID-19 | Social Distancing | Stock Return Volatility | Regime-Switching Regression | Monte Carlo Simulation | Volatilität | Volatility | Coronavirus | Kapitaleinkommen | Capital income | Südkorea | South Korea | Monte-Carlo-Simulation | Monte Carlo simulation | Regressionsanalyse | Regression analysis | Wirkungsanalyse | Impact assessment |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.11644/KIEP.EAER.2021.25.2.396 [DOI] hdl:11159/5747 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
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