Ghouse, Ghulam; Bhatti, Muhammad Ishaq; Shahid, … - In: Journal of risk and financial management : JRFM 15 (2022) 4, pp. 1-18
This paper employs a structural empirical model to gauge the possible effects of COVID-19, political and financial … the GARCH model, which explains the current financial and political distress for the case of shocks from COVID-19. We … volatility series of commercial banks. It is observed that the calibrated model possesses almost all financial events that have …
