The impact of COVID-19 on the relative market efficiency and forecasting ability of credit derivative and equity markets
Year of publication: |
2023
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Authors: | Procasky, William J. ; Yin, Anwen |
Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 90.2023, p. 1-14
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Subject: | COVID-19 | Market efficiency | CDS indices | Informational flow | Predictive power | Structural break | Coronavirus | Effizienzmarkthypothese | Efficient market hypothesis | Prognoseverfahren | Forecasting model | Derivat | Derivative | Strukturbruch | Aktienmarkt | Stock market | Kreditderivat | Credit derivative | Wirtschaftsindikator | Economic indicator |
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