Hassan, Sherif Maher; Gavilanes, John M. Riveros - In: Journal of risk and financial management : JRFM 14 (2021) 1/26, pp. 1-25
The COVID 19 pandemic has had wide-ranging and severe effects on global economies. Stock markets as usual were the first to react, with drop rates as much as the global financial crises of 2008. This study uses daily data to model the dynamic impact of the COVID 19 pandemic on the first affected...