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Persistent link: https://www.econbiz.de/10013348403
This paper aims to measure the impact of COVID-19 pandemic on the US stock market.It applies Generalized Autoregressive Conditional Heteroskedasticity (GARCH), Vector Autoregressive (VAR) and Event study Method (ESM) models. The ESM follows three different timelines, such as pre-event,...
Persistent link: https://www.econbiz.de/10012832878
This paper intends to examine the disastrous impact of COVID-19 on the flourishing tourism sector in Bangladesh. To achieve the research purpose, this study applies event study methodology. Daily closing prices of five listed companies of Dhaka Stock Exchange (DSE) under Travel and Leisure...
Persistent link: https://www.econbiz.de/10013232682