Timing differences in the impact of Covid-19 on price volatility between assets
Year of publication: |
2022
|
---|---|
Authors: | Kanamura, Takashi |
Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 46.2022, 2, p. 1-14
|
Subject: | Covid-19 | Asset price volatility | Infection speed | Regime switching | Coronavirus | Volatilität | Volatility | Börsenkurs | Share price | Wirkungsanalyse | Impact assessment | CAPM |
-
An impact assessment of the COVID-19 pandemic on Japanese and US hotel stocks
Kanamura, Takashi, (2023)
-
Canadian stock market volatility under COVID-19
Xu, Dinghai, (2020)
-
Canadian stock market volatility under COVID-19
Xu, Dinghai, (2022)
- More ...
-
A profit model for spread trading with an application to energy futures
Kanamura, Takashi, (2011)
-
A profit model for spread trading with an application to energy futures
Kanamura, Takashi, (2011)
-
On transition probabilities of regime switching in electricity prices
Kanamura, Takashi, (2008)
- More ...