The impact of Covid-19 on G7 stock markets volatility : evidence from a ST-HAR model
Year of publication: |
2021
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Authors: | Izzeldin, Marwan ; Muradoğlu, Gülnur ; Pappas, Vasileios ; Sivaprasad, Sheeja |
Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 74.2021, p. 1-12
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Subject: | Business sectors | Covid-19 | Financial markets | HAR model | Smooth transition | Coronavirus | Volatilität | Volatility | Aktienmarkt | Stock market | Wirkungsanalyse | Impact assessment | Börsenkurs | Share price | Finanzmarkt | Financial market |
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